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BVT Put 1.02 EURCHF 21.06.2024/  DE000VU16ZK1  /

Frankfurt Zert./VONT
2024-06-19  10:24:27 AM Chg.+0.060 Bid11:28:30 AM Ask11:28:30 AM Underlying Strike price Expiration date Option type
7.500EUR +0.81% 7.390
Bid Size: 31,000		 7.400
Ask Size: 31,000		 CROSSRATE EUR/CHF 1.02 CHF 2024-06-21 Put
 

Master data

WKN: VU16ZK
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Put
Strike price: 1.02 CHF
Maturity: 2024-06-21
Issue date: 2023-01-16
Last trading day: 2024-06-21
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -13.39
Leverage: Yes

Calculated values

Fair value: 7.39
Intrinsic value: 7.42
Implied volatility: 0.56
Historic volatility: 0.05
Parity: 7.42
Time value: 0.05
Break-even: 1.00
Moneyness: 1.07
Premium: 0.00
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.13%
Delta: -0.95
Theta: 0.00
Omega: -12.78
Rho: 0.00
 

Quote data

Open: 7.500
High: 7.500
Low: 7.500
Previous Close: 7.440
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+35.38%
1 Month  
+111.27%
3 Months  
+18.30%
YTD
  -32.25%
1 Year  
+13.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.440 5.540
1M High / 1M Low: 7.440 3.030
6M High / 6M Low: 11.070 3.030
High (YTD): 2024-01-03 10.840
Low (YTD): 2024-05-24 3.030
52W High: 2023-12-29 11.070
52W Low: 2024-05-24 3.030
Avg. price 1W:   6.646
Avg. volume 1W:   0.000
Avg. price 1M:   4.805
Avg. volume 1M:   0.000
Avg. price 6M:   6.841
Avg. volume 6M:   6.400
Avg. price 1Y:   7.462
Avg. volume 1Y:   3.125
Volatility 1M:   142.31%
Volatility 6M:   93.24%
Volatility 1Y:   77.26%
Volatility 3Y:   -