BVT Put 72 ON 21.06.2024/ DE000VM579Z0 /
2024-06-14 8:38:03 AM | Chg.+0.007 | Bid2:07:42 PM | Ask2:07:42 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.058EUR | +13.73% | 0.087 Bid Size: 23,000 |
0.097 Ask Size: 23,000 |
ON Semiconductor | 72.00 USD | 2024-06-21 | Put |
Master data
WKN: | VM579Z |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | ON Semiconductor |
Type: | Warrant |
Option type: | Put |
Strike price: | 72.00 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: | -99.84 |
Leverage: | Yes |
Calculated values
Fair value: | 0.05 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.47 |
Historic volatility: | 0.41 |
Parity: | -0.28 |
Time value: | 0.07 |
Break-even: | 66.35 |
Moneyness: | 0.96 |
Premium: | 0.05 |
Premium p.a.: | 12.07 |
Spread abs.: | 0.01 |
Spread %: | 16.67% |
Delta: | -0.25 |
Theta: | -0.10 |
Omega: | -24.88 |
Rho: | 0.00 |
Quote data
Open: | 0.058 |
---|---|
High: | 0.058 |
Low: | 0.058 |
Previous Close: | 0.051 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -72.12% | ||
---|---|---|---|
1 Month | -80.00% | ||
3 Months | -83.43% | ||
YTD | -86.19% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.210 | 0.051 |
---|---|---|
1M High / 1M Low: | 0.350 | 0.051 |
6M High / 6M Low: | 1.160 | 0.051 |
High (YTD): | 2024-04-23 | 1.160 |
Low (YTD): | 2024-06-13 | 0.051 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.145 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.216 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.491 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 668.85% | |
Volatility 6M: | 329.05% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |