BVT Put 64 ON 21.06.2024/ DE000VM57925 /
| 2024-06-14 8:38:03 AM | Chg.-0.003 | Bid4:32:14 PM | Ask4:32:14 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.002EUR | -60.00% | 0.005 Bid Size: 156,000 |
0.020 Ask Size: 156,000 |
ON Semiconductor | 64.00 USD | 2024-06-21 | Put |
Master data
| WKN: | VM5792 |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | ON Semiconductor |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 64.00 USD |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-12-01 |
| Last trading day: | 2024-06-21 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -332.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.00 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.78 |
| Historic volatility: | 0.41 |
| Parity: | -1.03 |
| Time value: | 0.02 |
| Break-even: | 59.39 |
| Moneyness: | 0.85 |
| Premium: | 0.15 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.02 |
| Spread %: | 950.00% |
| Delta: | -0.06 |
| Theta: | -0.07 |
| Omega: | -20.58 |
| Rho: | 0.00 |
Quote data
| Open: | 0.002 |
|---|---|
| High: | 0.002 |
| Low: | 0.002 |
| Previous Close: | 0.005 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -91.67% | ||
|---|---|---|---|
| 1 Month | -97.14% | ||
| 3 Months | -98.77% | ||
| YTD | -99.17% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.024 | 0.005 |
|---|---|---|
| 1M High / 1M Low: | 0.073 | 0.005 |
| 6M High / 6M Low: | 0.630 | 0.005 |
| High (YTD): | 2024-04-22 | 0.630 |
| Low (YTD): | 2024-06-13 | 0.005 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.012 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.036 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.239 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 1,391.88% | |
| Volatility 6M: | 605.58% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
