OverviewChartNewsTraderScreen

BVT Put 1 EURCHF 20.09.2024/  DE000VU5XDW7  /

Frankfurt Zert./VONT
2024-06-14  7:53:36 PM Chg.+0.900 Bid9:59:11 PM Ask9:59:11 PM Underlying Strike price Expiration date Option type
5.840EUR +18.22% -
Bid Size: -		 -
Ask Size: -		 CROSSRATE EUR/CHF 1.00 CHF 2024-09-20 Put
 

Master data

WKN: VU5XDW
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Put
Strike price: 1.00 CHF
Maturity: 2024-09-20
Issue date: 2023-04-05
Last trading day: 2024-09-20
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -17.36
Leverage: Yes

Calculated values

Fair value: 4.02
Intrinsic value: 4.94
Implied volatility: 0.16
Historic volatility: 0.05
Parity: 4.94
Time value: 0.82
Break-even: 0.99
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.17%
Delta: -0.66
Theta: 0.00
Omega: -11.48
Rho: 0.00
 

Quote data

Open: 5.460
High: 5.870
Low: 5.460
Previous Close: 4.940
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+42.09%
1 Month  
+85.99%
3 Months  
+11.24%
YTD
  -38.27%
1 Year  
+4.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.840 4.270
1M High / 1M Low: 5.840 2.150
6M High / 6M Low: 9.460 2.150
High (YTD): 2024-01-03 9.280
Low (YTD): 2024-05-27 2.150
52W High: 2023-12-29 9.460
52W Low: 2024-05-27 2.150
Avg. price 1W:   4.828
Avg. volume 1W:   0.000
Avg. price 1M:   3.357
Avg. volume 1M:   0.000
Avg. price 6M:   5.596
Avg. volume 6M:   0.000
Avg. price 1Y:   6.177
Avg. volume 1Y:   0.000
Volatility 1M:   170.04%
Volatility 6M:   103.86%
Volatility 1Y:   85.29%
Volatility 3Y:   -