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BVT Put 0.97 EURCHF 21.06.2024/  DE000VU1B0Y6  /

Frankfurt Zert./VONT
2024-06-14  8:03:07 PM Chg.+0.750 Bid9:57:47 PM Ask9:57:47 PM Underlying Strike price Expiration date Option type
1.950EUR +62.50% -
Bid Size: -		 -
Ask Size: -		 CROSSRATE EUR/CHF 0.97 CHF 2024-06-21 Put
 

Master data

WKN: VU1B0Y
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Put
Strike price: 0.97 CHF
Maturity: 2024-06-21
Issue date: 2023-01-04
Last trading day: 2024-06-21
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -52.63
Leverage: Yes

Calculated values

Fair value: 1.73
Intrinsic value: 1.79
Implied volatility: 0.14
Historic volatility: 0.05
Parity: 1.79
Time value: 0.11
Break-even: 1.00
Moneyness: 1.02
Premium: 0.00
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.53%
Delta: -0.83
Theta: 0.00
Omega: -43.51
Rho: 0.00
 

Quote data

Open: 1.730
High: 2.060
Low: 1.730
Previous Close: 1.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+186.76%
1 Month  
+400.00%
3 Months  
+5.98%
YTD
  -65.12%
1 Year
  -32.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.950 0.610
1M High / 1M Low: 1.950 0.102
6M High / 6M Low: 5.640 0.102
High (YTD): 2024-01-03 5.640
Low (YTD): 2024-05-27 0.102
52W High: 2024-01-03 5.640
52W Low: 2024-05-27 0.102
Avg. price 1W:   1.102
Avg. volume 1W:   0.000
Avg. price 1M:   0.486
Avg. volume 1M:   0.000
Avg. price 6M:   2.352
Avg. volume 6M:   0.000
Avg. price 1Y:   3.001
Avg. volume 1Y:   0.000
Volatility 1M:   700.97%
Volatility 6M:   336.09%
Volatility 1Y:   246.74%
Volatility 3Y:   -