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BVT Put 0.99 EURCHF 21.06.2024/  DE000VU1B0K5  /

Frankfurt Zert./VONT
2024-06-19  7:44:02 PM Chg.-0.100 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
4.200EUR -2.33% -
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: -23.15
Leverage: Yes

Calculated values

Fair value: 4.24
Intrinsic value: 4.26
Implied volatility: 0.38
Historic volatility: 0.05
Parity: 4.26
Time value: 0.06
Break-even: 1.00
Moneyness: 1.04
Premium: 0.00
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 0.23%
Delta: -0.93
Theta: 0.00
Omega: -21.54
Rho: 0.00
 

Quote data

Open: 4.340
High: 4.340
Low: 4.170
Previous Close: 4.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+69.35%
1 Month  
+315.84%
3 Months  
+25.75%
YTD
  -46.97%
1 Year  
+3.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.300 2.480
1M High / 1M Low: 4.300 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:   3.536
Avg. volume 1W:   0.000
Avg. price 1M:   1.938
Avg. volume 1M:   4.091
Avg. price 6M:   3.902
Avg. volume 6M:   1.920
Avg. price 1Y:   4.602
Avg. volume 1Y:   .938
Volatility 1M:   378.39%
Volatility 6M:   203.71%
Volatility 1Y:   153.94%
Volatility 3Y:   -