BVT Put 1650 PLD 21.06.2024
/ DE000VU1B568
BVT Put 1650 PLD 21.06.2024/ DE000VU1B568 /
| 14/06/2024 08:26:17 |
Chg.+0.01 |
Bid08:34:58 |
Ask08:34:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.01EUR |
+0.14% |
7.00
Bid Size: 21,000 |
7.05
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: |
-1.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.23 |
| Intrinsic value: |
7.24 |
| Implied volatility: |
- |
| Historic volatility: |
0.33 |
| Parity: |
7.24 |
| Time value: |
-0.18 |
| Break-even: |
830.66 |
| Moneyness: |
1.89 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.68 |
| Spread abs.: |
0.05 |
| Spread %: |
0.71% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
7.01 |
| High: |
7.01 |
| Low: |
7.01 |
| Previous Close: |
7.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.85% |
| 1 Month |
|
|
+15.30% |
| 3 Months |
|
|
+36.38% |
| YTD |
|
|
+54.07% |
| 1 Year |
|
|
+93.11% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.00 |
6.75 |
| 1M High / 1M Low: |
7.00 |
5.50 |
| 6M High / 6M Low: |
7.07 |
3.78 |
| High (YTD): |
13/02/2024 |
7.07 |
| Low (YTD): |
02/01/2024 |
4.96 |
| 52W High: |
13/02/2024 |
7.07 |
| 52W Low: |
16/06/2023 |
3.43 |
| Avg. price 1W: |
|
6.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.10 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
52.59% |
| Volatility 6M: |
|
60.87% |
| Volatility 1Y: |
|
60.98% |
| Volatility 3Y: |
|
- |
