BVT Put 0.97 EURCHF/ DE000VU5L3E6 /
| 2024-09-20 8:01:08 PM | Chg.-0.170 | Bid8:01:08 PM | Ask8:01:08 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.430EUR | -6.54% | - Bid Size: - |
- Ask Size: - |
CROSSRATE EUR/CHF | 0.97 CHF | 2024-09-20 | Put |
Master data
| WKN: | VU5L3E |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | CROSSRATE EUR/CHF |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 0.97 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: | -31.35 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.09 |
|---|---|
| Intrinsic value: | 3.10 |
| Implied volatility: | 0.44 |
| Historic volatility: | 0.06 |
| Parity: | 3.10 |
| Time value: | 0.09 |
| Break-even: | 1.00 |
| Moneyness: | 1.03 |
| Premium: | 0.00 |
| Premium p.a.: | 0.41 |
| Spread abs.: | 0.02 |
| Spread %: | 0.63% |
| Delta: | -0.90 |
| Theta: | 0.00 |
| Omega: | -28.32 |
| Rho: | 0.00 |
Quote data
| Open: | 2.550 |
|---|---|
| High: | 2.550 |
| Low: | 2.430 |
| Previous Close: | 2.600 |
| Turnover: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -25.00% | ||
|---|---|---|---|
| 1 Month | +5.19% | ||
| 3 Months | -11.31% | ||
| YTD | -60.93% | ||
| 1 Year | -44.14% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.270 | 2.600 |
|---|---|---|
| 1M High / 1M Low: | 4.020 | 2.310 |
| 6M High / 6M Low: | 4.510 | 0.660 |
| High (YTD): | 2024-01-03 | 6.260 |
| Low (YTD): | 2024-05-27 | 0.660 |
| 52W High: | 2024-01-03 | 6.260 |
| 52W Low: | 2024-05-27 | 0.660 |
| Avg. price 1W: | 3.064 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 3.220 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 2.072 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 3.231 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 173.25% | |
| Volatility 6M: | 222.55% | |
| Volatility 1Y: | 169.14% | |
| Volatility 3Y: | - |
