BVT Put 76 ON 21.06.2024/ DE000VM6TYF4 /
| 2024-06-07 8:03:05 PM | Chg.+0.050 | Bid9:59:27 PM | Ask9:59:27 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.460EUR | +12.20% | - Bid Size: - |
- Ask Size: - |
ON Semiconductor | 76.00 USD | 2024-06-21 | Put |
Master data
| WKN: | VM6TYF |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | ON Semiconductor |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 76.00 USD |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-12-11 |
| Last trading day: | 2024-06-21 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -15.21 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.42 |
|---|---|
| Intrinsic value: | 0.34 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.41 |
| Parity: | 0.34 |
| Time value: | 0.10 |
| Break-even: | 65.96 |
| Moneyness: | 1.05 |
| Premium: | 0.01 |
| Premium p.a.: | 0.51 |
| Spread abs.: | 0.01 |
| Spread %: | 2.33% |
| Delta: | -0.70 |
| Theta: | -0.07 |
| Omega: | -10.60 |
| Rho: | -0.02 |
Quote data
| Open: | 0.410 |
|---|---|
| High: | 0.460 |
| Low: | 0.410 |
| Previous Close: | 0.410 |
| Turnover: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -13.21% | ||
|---|---|---|---|
| 1 Month | -33.33% | ||
| 3 Months | -14.81% | ||
| YTD | -13.21% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.530 | 0.400 |
|---|---|---|
| 1M High / 1M Low: | 0.690 | 0.280 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-04-22 | 1.480 |
| Low (YTD): | 2024-05-22 | 0.280 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.454 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.472 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 382.89% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
