BVT Put 1700 PLD 21.06.2024
/ DE000VU1B576
BVT Put 1700 PLD 21.06.2024/ DE000VU1B576 /
| 2024-05-21 12:04:03 PM |
Chg.+0.18 |
Bid8:47:11 PM |
Ask8:47:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.14EUR |
+3.02% |
6.07
Bid Size: 21,000 |
6.12
Ask Size: 21,000 |
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: |
6.18 |
| High: |
6.18 |
| Low: |
6.10 |
| Previous Close: |
5.96 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.12% |
| 1 Month |
|
|
-0.97% |
| 3 Months |
|
|
-7.67% |
| YTD |
|
|
+23.54% |
| 1 Year |
|
|
+77.97% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.54 |
5.96 |
| 1M High / 1M Low: |
6.94 |
5.96 |
| 6M High / 6M Low: |
7.53 |
4.17 |
| High (YTD): |
2024-02-13 |
7.53 |
| Low (YTD): |
2024-01-02 |
5.39 |
| 52W High: |
2024-02-13 |
7.53 |
| 52W Low: |
2023-05-22 |
3.54 |
| Avg. price 1W: |
|
6.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.32 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
46.96% |
| Volatility 6M: |
|
61.54% |
| Volatility 1Y: |
|
57.73% |
| Volatility 3Y: |
|
- |
