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BVT Put 0.96 EURCHF 20.09.2024/  DE000VU5L3B2  /

Frankfurt Zert./VONT
2024-06-19  10:32:31 AM Chg.-0.060 Bid2:02:19 PM Ask2:02:19 PM Underlying Strike price Expiration date Option type
2.430EUR -2.41% 2.370
Bid Size: 43,000		 2.380
Ask Size: 43,000		 CROSSRATE EUR/CHF 0.96 CHF 2024-09-20 Put
 

Master data

WKN: VU5L3B
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Put
Strike price: 0.96 CHF
Maturity: 2024-09-20
Issue date: 2023-04-04
Last trading day: 2024-09-20
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -39.84
Leverage: Yes

Calculated values

Fair value: 1.12
Intrinsic value: 1.10
Implied volatility: 0.12
Historic volatility: 0.05
Parity: 1.10
Time value: 1.41
Break-even: 0.99
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.40%
Delta: -0.50
Theta: 0.00
Omega: -19.90
Rho: 0.00
 

Quote data

Open: 2.430
High: 2.430
Low: 2.430
Previous Close: 2.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+94.40%
1 Month  
+305.00%
3 Months  
+32.79%
YTD
  -54.32%
1 Year
  -8.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.490 1.250
1M High / 1M Low: 2.490 0.430
6M High / 6M Low: 5.340 0.430
High (YTD): 2024-01-03 5.340
Low (YTD): 2024-05-27 0.430
52W High: 2024-01-03 5.340
52W Low: 2024-05-27 0.430
Avg. price 1W:   1.956
Avg. volume 1W:   0.000
Avg. price 1M:   1.042
Avg. volume 1M:   0.000
Avg. price 6M:   2.454
Avg. volume 6M:   0.000
Avg. price 1Y:   3.009
Avg. volume 1Y:   0.000
Volatility 1M:   283.27%
Volatility 6M:   169.85%
Volatility 1Y:   135.59%
Volatility 3Y:   -