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BVT Put 0.98 EURCHF 20.09.2024/  DE000VU5L3D8  /

Frankfurt Zert./VONT
2024-06-19  10:12:58 AM Chg.-0.020 Bid1:05:40 PM Ask1:05:40 PM Underlying Strike price Expiration date Option type
4.160EUR -0.48% 3.940
Bid Size: 35,000		 3.950
Ask Size: 35,000		 CROSSRATE EUR/CHF 0.98 CHF 2024-09-20 Put
 

Master data

WKN: VU5L3D
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Put
Strike price: 0.98 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: -23.87
Leverage: Yes

Calculated values

Fair value: 2.54
Intrinsic value: 3.20
Implied volatility: 0.14
Historic volatility: 0.05
Parity: 3.20
Time value: 0.99
Break-even: 0.99
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.24%
Delta: -0.61
Theta: 0.00
Omega: -14.49
Rho: 0.00
 

Quote data

Open: 4.160
High: 4.160
Low: 4.160
Previous Close: 4.180
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+63.14%
1 Month  
+212.78%
3 Months  
+28.00%
YTD
  -44.53%
1 Year  
+7.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.180 2.550
1M High / 1M Low: 4.180 1.000
6M High / 6M Low: 7.500 1.000
High (YTD): 2024-01-03 7.300
Low (YTD): 2024-05-27 1.000
52W High: 2023-12-29 7.500
52W Low: 2024-05-27 1.000
Avg. price 1W:   3.498
Avg. volume 1W:   0.000
Avg. price 1M:   2.097
Avg. volume 1M:   0.000
Avg. price 6M:   3.848
Avg. volume 6M:   0.000
Avg. price 1Y:   4.460
Avg. volume 1Y:   0.000
Volatility 1M:   235.54%
Volatility 6M:   144.66%
Volatility 1Y:   115.01%
Volatility 3Y:   -