OverviewChartNewsTraderScreen

BVT Put 1 EURCHF 20.09.2024/  DE000VU5XDW7  /

Frankfurt Zert./VONT
2024-06-19  7:53:25 PM Chg.-0.140 Bid9:59:59 PM Ask9:59:59 PM Underlying Strike price Expiration date Option type
5.950EUR -2.30% -
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: -16.34
Leverage: Yes

Calculated values

Fair value: 4.40
Intrinsic value: 5.31
Implied volatility: 0.17
Historic volatility: 0.05
Parity: 5.31
Time value: 0.81
Break-even: 0.99
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.16%
Delta: -0.67
Theta: 0.00
Omega: -11.00
Rho: 0.00
 

Quote data

Open: 6.100
High: 6.100
Low: 5.940
Previous Close: 6.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+39.34%
1 Month  
+129.73%
3 Months  
+18.53%
YTD
  -37.10%
1 Year  
+11.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.090 4.270
1M High / 1M Low: 6.090 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:   5.336
Avg. volume 1W:   0.000
Avg. price 1M:   3.645
Avg. volume 1M:   0.000
Avg. price 6M:   5.571
Avg. volume 6M:   0.000
Avg. price 1Y:   6.180
Avg. volume 1Y:   0.000
Volatility 1M:   163.83%
Volatility 6M:   104.91%
Volatility 1Y:   85.91%
Volatility 3Y:   -