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BVT Put 1.01 EURCHF 21.06.2024/  DE000VU140B2  /

Frankfurt Zert./VONT
2024-06-19  7:45:21 PM Chg.-0.100 Bid8:46:29 AM Ask8:46:29 AM Underlying Strike price Expiration date Option type
6.300EUR -1.56% 6.490
Bid Size: 31,000		 6.500
Ask Size: 31,000		 CROSSRATE EUR/CHF 1.01 CHF 2024-06-21 Put
 

Master data

WKN: VU140B
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Put
Strike price: 1.01 CHF
Maturity: 2024-06-21
Issue date: 2023-01-13
Last trading day: 2024-06-21
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -15.55
Leverage: Yes

Calculated values

Fair value: 6.34
Intrinsic value: 6.36
Implied volatility: 0.52
Historic volatility: 0.05
Parity: 6.36
Time value: 0.07
Break-even: 1.00
Moneyness: 1.06
Premium: 0.00
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.16%
Delta: -0.94
Theta: 0.00
Omega: -14.69
Rho: 0.00
 

Quote data

Open: 6.450
High: 6.450
Low: 6.270
Previous Close: 6.400
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+20.92%
1 Month  
+151.00%
3 Months  
+27.79%
YTD
  -37.00%
1 Year  
+13.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.400 5.210
1M High / 1M Low: 6.400 2.070
6M High / 6M Low: 10.000 2.070
High (YTD): 2024-01-03 9.820
Low (YTD): 2024-05-27 2.070
52W High: 2023-12-29 10.000
52W Low: 2024-05-27 2.070
Avg. price 1W:   5.970
Avg. volume 1W:   0.000
Avg. price 1M:   3.907
Avg. volume 1M:   0.000
Avg. price 6M:   5.815
Avg. volume 6M:   0.000
Avg. price 1Y:   6.480
Avg. volume 1Y:   0.000
Volatility 1M:   182.40%
Volatility 6M:   115.99%
Volatility 1Y:   93.38%
Volatility 3Y:   -