BVT Put 280 CDNS 21.06.2024
/ DE000VM525V2
BVT Put 280 CDNS 21.06.2024/ DE000VM525V2 /
10/06/2024 08:24:59 |
Chg.-0.012 |
Bid08:51:44 |
Ask08:51:44 |
Underlying |
Strike price |
Expiration date |
Option type |
0.177EUR |
-6.35% |
0.183 Bid Size: 10,000 |
0.209 Ask Size: 10,000 |
Cadence Design Syste... |
280.00 USD |
21/06/2024 |
Put |
Master data
WKN: |
VM525V |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Cadence Design Systems Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
280.00 USD |
Maturity: |
21/06/2024 |
Issue date: |
29/11/2023 |
Last trading day: |
21/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-139.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.23 |
Parity: |
-1.33 |
Time value: |
0.20 |
Break-even: |
257.26 |
Moneyness: |
0.95 |
Premium: |
0.06 |
Premium p.a.: |
3.64 |
Spread abs.: |
0.01 |
Spread %: |
5.38% |
Delta: |
-0.20 |
Theta: |
-0.18 |
Omega: |
-27.58 |
Rho: |
-0.02 |
Quote data
Open: |
0.177 |
High: |
0.177 |
Low: |
0.177 |
Previous Close: |
0.189 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-62.34% |
1 Month |
|
|
-74.71% |
3 Months |
|
|
-74.35% |
YTD |
|
|
-91.49% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.480 |
0.189 |
1M High / 1M Low: |
0.730 |
0.189 |
6M High / 6M Low: |
3.160 |
0.189 |
High (YTD): |
05/01/2024 |
3.160 |
Low (YTD): |
07/06/2024 |
0.189 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.348 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.448 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.194 |
Avg. volume 6M: |
|
9.677 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
346.41% |
Volatility 6M: |
|
270.05% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |