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BVT Put 1650 PLD 21.06.2024/  DE000VU1B568  /

Frankfurt Zert./VONT
18/06/2024  10:16:12 Chg.+0.070 Bid12:35:33 Ask12:35:33 Underlying Strike price Expiration date Option type
7.080EUR +1.00% 7.140
Bid Size: 21,000		 7.190
Ask Size: 21,000		 PALLADIUM (Fixing) 1,650.00 USD 21/06/2024 Put
 

Master data

WKN: VU1B56
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: PALLADIUM (Fixing)
Type: Warrant
Option type: Put
Strike price: 1,650.00 USD
Maturity: 21/06/2024
Issue date: 04/01/2023
Last trading day: 21/06/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -1.19
Leverage: Yes

Calculated values

Fair value: 7.01
Intrinsic value: 7.02
Implied volatility: 3.10
Historic volatility: 0.33
Parity: 7.02
Time value: 0.01
Break-even: 833.33
Moneyness: 1.84
Premium: 0.00
Premium p.a.: 0.20
Spread abs.: 0.05
Spread %: 0.72%
Delta: -0.98
Theta: -1.85
Omega: -1.16
Rho: -0.12
 

Quote data

Open: 7.080
High: 7.080
Low: 7.080
Previous Close: 7.010
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.00%
1 Month  
+22.49%
3 Months  
+29.67%
YTD  
+55.95%
1 Year  
+107.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.020 6.760
1M High / 1M Low: 7.020 5.550
6M High / 6M Low: 7.070 3.740
High (YTD): 13/02/2024 7.070
Low (YTD): 02/01/2024 4.920
52W High: 13/02/2024 7.070
52W Low: 19/06/2023 3.490
Avg. price 1W:   6.956
Avg. volume 1W:   0.000
Avg. price 1M:   6.444
Avg. volume 1M:   0.000
Avg. price 6M:   5.878
Avg. volume 6M:   0.000
Avg. price 1Y:   5.137
Avg. volume 1Y:   0.000
Volatility 1M:   46.93%
Volatility 6M:   59.91%
Volatility 1Y:   63.83%
Volatility 3Y:   -