BVT Put 1700 PLD 21.06.2024
/ DE000VU1B576
BVT Put 1700 PLD 21.06.2024/ DE000VU1B576 /
2024-05-21 8:04:27 PM |
Chg.+0.030 |
Bid9:56:48 PM |
Ask9:56:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.080EUR |
+0.50% |
- Bid Size: - |
- Ask Size: - |
PALLADIUM (Fixing) |
1,700.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
VU1B57 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
PALLADIUM (Fixing) |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
1,700.00 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: |
-1.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.15 |
Intrinsic value: |
6.20 |
Implied volatility: |
- |
Historic volatility: |
0.32 |
Parity: |
6.20 |
Time value: |
-0.17 |
Break-even: |
962.33 |
Moneyness: |
1.66 |
Premium: |
-0.02 |
Premium p.a.: |
-0.19 |
Spread abs.: |
0.05 |
Spread %: |
0.84% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
6.110 |
High: |
6.110 |
Low: |
5.970 |
Previous Close: |
6.050 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.09% |
1 Month |
|
|
-2.72% |
3 Months |
|
|
-6.32% |
YTD |
|
|
+21.60% |
1 Year |
|
|
+72.24% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.350 |
6.050 |
1M High / 1M Low: |
6.940 |
6.050 |
6M High / 6M Low: |
7.540 |
4.180 |
High (YTD): |
2024-02-13 |
7.540 |
Low (YTD): |
2024-01-02 |
5.380 |
52W High: |
2024-02-13 |
7.540 |
52W Low: |
2023-05-22 |
3.530 |
Avg. price 1W: |
|
6.186 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.489 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.167 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.321 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
45.35% |
Volatility 6M: |
|
62.90% |
Volatility 1Y: |
|
58.71% |
Volatility 3Y: |
|
- |