BVT Put 0.97 EURCHF 20.12.2024/  DE000VU88790  /

Frankfurt Zert./VONT
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:   -