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BVT Put 0.99 EURCHF 21.06.2024/  DE000VU1B0K5  /

Frankfurt Zert./VONT
2024-06-14  7:42:14 PM Chg.+0.920 Bid9:59:28 PM Ask9:59:28 PM Underlying Strike price Expiration date Option type
4.060EUR +29.30% -
Bid Size: -		 -
Ask Size: -		 CROSSRATE EUR/CHF 0.99 CHF 2024-06-21 Put
 

Master data

WKN: VU1B0K
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Put
Strike price: 0.99 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: -25.38
Leverage: Yes

Calculated values

Fair value: 3.83
Intrinsic value: 3.89
Implied volatility: 0.21
Historic volatility: 0.05
Parity: 3.89
Time value: 0.05
Break-even: 1.00
Moneyness: 1.04
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.25%
Delta: -0.91
Theta: 0.00
Omega: -23.16
Rho: 0.00
 

Quote data

Open: 3.600
High: 4.060
Low: 3.600
Previous Close: 3.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+71.31%
1 Month  
+196.35%
3 Months  
+13.09%
YTD
  -48.74%
1 Year
  -5.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.060 2.480
1M High / 1M Low: 4.060 0.590
6M High / 6M Low: 7.920 0.590
High (YTD): 2024-01-03 7.740
Low (YTD): 2024-05-27 0.590
52W High: 2023-12-29 7.920
52W Low: 2024-05-27 0.590
Avg. price 1W:   3.040
Avg. volume 1W:   0.000
Avg. price 1M:   1.661
Avg. volume 1M:   10.435
Avg. price 6M:   3.930
Avg. volume 6M:   1.920
Avg. price 1Y:   4.604
Avg. volume 1Y:   .938
Volatility 1M:   384.69%
Volatility 6M:   202.21%
Volatility 1Y:   152.96%
Volatility 3Y:   -