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BVT Put 0.96 EURCHF 21.06.2024/  DE000VU1B0H1  /

Frankfurt Zert./VONT
6/18/2024  8:02:36 PM Chg.+0.450 Bid9:04:51 PM Ask9:04:51 PM Underlying Strike price Expiration date Option type
1.190EUR +60.81% 1.220
Bid Size: 40,000		 1.230
Ask Size: 40,000		 CROSSRATE EUR/CHF 0.96 CHF 6/21/2024 Put
 

Master data

WKN: VU1B0H
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Put
Strike price: 0.96 CHF
Maturity: 6/21/2024
Issue date: 1/4/2023
Last trading day: 6/21/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -129.87
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.54
Implied volatility: 0.13
Historic volatility: 0.05
Parity: 0.54
Time value: 0.23
Break-even: 1.00
Moneyness: 1.01
Premium: 0.00
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 1.32%
Delta: -0.67
Theta: 0.00
Omega: -86.48
Rho: 0.00
 

Quote data

Open: 0.920
High: 1.190
Low: 0.920
Previous Close: 0.740
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+240.00%
1 Month  
+822.48%
3 Months  
+16.67%
YTD
  -74.52%
1 Year
  -47.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.070 0.200
1M High / 1M Low: 1.070 0.032
6M High / 6M Low: 4.700 0.032
High (YTD): 1/3/2024 4.700
Low (YTD): 5/27/2024 0.032
52W High: 1/3/2024 4.700
52W Low: 5/27/2024 0.032
Avg. price 1W:   0.582
Avg. volume 1W:   20
Avg. price 1M:   0.243
Avg. volume 1M:   4.762
Avg. price 6M:   1.744
Avg. volume 6M:   .800
Avg. price 1Y:   2.349
Avg. volume 1Y:   .392
Volatility 1M:   1,055.65%
Volatility 6M:   466.28%
Volatility 1Y:   337.85%
Volatility 3Y:   -