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: |
|
- |