BVT Put 1650 PLD 21.06.2024
/ DE000VU1B568
BVT Put 1650 PLD 21.06.2024/ DE000VU1B568 /
| 2024-05-21 11:03:57 AM |
Chg.+0.14 |
Bid11:48:13 AM |
Ask11:48:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.64EUR |
+2.55% |
5.70
Bid Size: 21,000 |
5.75
Ask Size: 21,000 |
PALLADIUM (Fixing) |
1,650.00 USD |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2023-01-04 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-1.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.69 |
| Intrinsic value: |
5.74 |
| Implied volatility: |
- |
| Historic volatility: |
0.32 |
| Parity: |
5.74 |
| Time value: |
-0.17 |
| Break-even: |
962.29 |
| Moneyness: |
1.61 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.19 |
| Spread abs.: |
0.05 |
| Spread %: |
0.91% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
5.72 |
| High: |
5.72 |
| Low: |
5.64 |
| Previous Close: |
5.50 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.24% |
| 1 Month |
|
|
-1.74% |
| 3 Months |
|
|
-9.18% |
| YTD |
|
|
+23.96% |
| 1 Year |
|
|
+78.48% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.08 |
5.50 |
| 1M High / 1M Low: |
6.47 |
5.50 |
| 6M High / 6M Low: |
7.07 |
3.78 |
| High (YTD): |
2024-02-13 |
7.07 |
| Low (YTD): |
2024-01-02 |
4.96 |
| 52W High: |
2024-02-13 |
7.07 |
| 52W Low: |
2023-05-22 |
3.25 |
| Avg. price 1W: |
|
5.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.91 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
50.45% |
| Volatility 6M: |
|
65.74% |
| Volatility 1Y: |
|
61.21% |
| Volatility 3Y: |
|
- |
