BANK VONTOBEL/PUT/S&P 500/5600/0.01/20.09.24 | Market Closed - Euronext Paris 12:30:01 2024-06-28 EDT | ||
| 1.345 EUR | -3.58% |
|
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
S&P 500
| Date | Price | Change |
|---|---|---|
| 24-06-28 | 1.315 | -5.73% |
| 24-06-27 | 1.395 | -4.12% |
| 24-06-26 | 1.455 | -6.43% |
| 24-06-25 | 1.555 | +7.61% |
| 24-06-24 | 1.445 | -3.34% |
Real-time Euronext Paris
Last update June 28, 2024 at 12:30 pm
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | PUT |
| Underlying | S&P 500 |
| Issuer | 
Vontobel
|
| BP08V | |
| ISIN | DE000VD78EK2 |
| Date issued | 2024-06-19 |
| Strike | 5,600 PTS |
| Maturity | 2024-09-20 (83 Days) |
| Parity | 100 : 1 |
| Emission price | 1.51 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 1.635 € |
|---|---|
| Lowest since issue | 1.205 € |
| Delta | -0.56x |
| Omega | 21.16 |
| Premium | 0.48x |
| Gearing | 38.02x |
| Moneyness | 1.021 |
| Difference Strike | 139.5 PTS |
| Difference Strike % | +2.49% |
| Spread | 0.01 € |
| Spread % | 0.74% |
| Theoretical value | 1.345 |
| Implied Volatility | 11.16 % |
| Total Loss Probability | 42.24 % |
| Intrinsic value | 1.099 |
| Present value | 0.2460 |
| Break even | 5,455.80 € |
| Theta | -0.01x |
| Vega | 0.1x |
| Rho | -0.07x |
- Stock Market
- Warrants
- BP08V Warrant
