BVT Put 0.97 EURCHF 20.12.2024
/ DE000VU88790
BVT Put 0.97 EURCHF 20.12.2024/ DE000VU88790 /
| 2024-06-14 7:53:34 PM |
Chg.+0.770 |
Bid9:59:11 PM |
Ask9:59:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.030EUR |
+23.62% |
-
Bid Size: - |
-
Ask Size: - |
CROSSRATE EUR/CHF |
0.97 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
VU8879 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.97 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-04 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-25.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.79 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.05 |
| Parity: |
1.79 |
| Time value: |
2.18 |
| Break-even: |
0.98 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
-0.48 |
| Theta: |
0.00 |
| Omega: |
-12.01 |
| Rho: |
0.00 |
Quote data
| Open: |
3.670 |
| High: |
4.070 |
| Low: |
3.670 |
| Previous Close: |
3.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.20% |
| 1 Month |
|
|
+112.11% |
| 3 Months |
|
|
+19.58% |
| YTD |
|
|
-42.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.030 |
2.710 |
| 1M High / 1M Low: |
4.030 |
1.280 |
| 6M High / 6M Low: |
7.060 |
1.280 |
| High (YTD): |
2024-01-03 |
6.860 |
| Low (YTD): |
2024-05-27 |
1.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.069 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.821 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.51% |
| Volatility 6M: |
|
118.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
