BVT Put 60 ON 21.06.2024/ DE000VM579R7 /
07/06/2024 08:39:03 | Chg.0.000 | Bid22:00:07 | Ask22:00:07 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.006EUR | 0.00% | - Bid Size: - |
- Ask Size: - |
ON Semiconductor | 60.00 USD | 21/06/2024 | Put |
Master data
WKN: | VM579R |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | ON Semiconductor |
Type: | Warrant |
Option type: | Put |
Strike price: | 60.00 USD |
Maturity: | 21/06/2024 |
Issue date: | 01/12/2023 |
Last trading day: | 21/06/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -334.72 |
Leverage: | Yes |
Calculated values
Fair value: | 0.00 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.65 |
Historic volatility: | 0.41 |
Parity: | -1.14 |
Time value: | 0.02 |
Break-even: | 55.35 |
Moneyness: | 0.83 |
Premium: | 0.17 |
Premium p.a.: | 87.72 |
Spread abs.: | 0.02 |
Spread %: | 566.67% |
Delta: | -0.05 |
Theta: | -0.03 |
Omega: | -18.39 |
Rho: | 0.00 |
Quote data
Open: | 0.006 |
---|---|
High: | 0.006 |
Low: | 0.006 |
Previous Close: | 0.006 |
Turnover: | 0.000 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -50.00% | ||
---|---|---|---|
1 Month | -89.29% | ||
3 Months | -94.29% | ||
YTD | -96.61% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.008 | 0.006 |
---|---|---|
1M High / 1M Low: | 0.056 | 0.005 |
6M High / 6M Low: | 0.430 | 0.005 |
High (YTD): | 22/04/2024 | 0.430 |
Low (YTD): | 23/05/2024 | 0.005 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.007 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.018 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.169 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 1,397.75% | |
Volatility 6M: | 617.35% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |