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BVT Put 0.99 EURCHF 20.09.2024/  DE000VU5L3F3  /

Frankfurt Zert./VONT
2024-09-19  7:51:30 PM Chg.-0.660 Bid9:09:21 AM Ask9:09:21 AM Underlying Strike price Expiration date Option type
4.670EUR -12.38% 4.600
Bid Size: 31,000		 4.620
Ask Size: 31,000		 CROSSRATE EUR/CHF 0.99 CHF 2024-09-20 Put
 

Master data

WKN: VU5L3F
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Put
Strike price: 0.99 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: -18.80
Leverage: Yes

Calculated values

Fair value: 5.21
Intrinsic value: 5.22
Implied volatility: 0.66
Historic volatility: 0.06
Parity: 5.22
Time value: 0.10
Break-even: 1.00
Moneyness: 1.05
Premium: 0.00
Premium p.a.: 0.43
Spread abs.: 0.02
Spread %: 0.38%
Delta: -0.93
Theta: 0.00
Omega: -17.44
Rho: 0.00
 

Quote data

Open: 4.840
High: 4.910
Low: 4.670
Previous Close: 5.330
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.71%
1 Month  
+9.11%
3 Months  
+2.64%
YTD
  -44.86%
1 Year
  -21.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.390 4.670
1M High / 1M Low: 6.170 4.280
6M High / 6M Low: 6.520 1.490
High (YTD): 2024-01-03 8.260
Low (YTD): 2024-05-27 1.490
52W High: 2023-12-29 8.470
52W Low: 2024-05-27 1.490
Avg. price 1W:   5.190
Avg. volume 1W:   0.000
Avg. price 1M:   5.306
Avg. volume 1M:   0.000
Avg. price 6M:   3.662
Avg. volume 6M:   0.000
Avg. price 1Y:   4.895
Avg. volume 1Y:   0.000
Volatility 1M:   110.67%
Volatility 6M:   154.98%
Volatility 1Y:   120.61%
Volatility 3Y:   -