BVT Put 76 ON 21.06.2024/ DE000VM6TYF4 /
6/14/2024 10:31:20 AM | Chg.+0.016 | Bid12:43:06 PM | Ask12:43:06 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.240EUR | +7.14% | 0.270 Bid Size: 14,000 |
0.320 Ask Size: 14,000 |
ON Semiconductor | 76.00 USD | 6/21/2024 | 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: | 6/21/2024 |
Issue date: | 12/11/2023 |
Last trading day: | 6/21/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -31.77 |
Leverage: | Yes |
Calculated values
Fair value: | 0.20 |
---|---|
Intrinsic value: | 0.09 |
Implied volatility: | 0.45 |
Historic volatility: | 0.41 |
Parity: | 0.09 |
Time value: | 0.13 |
Break-even: | 68.58 |
Moneyness: | 1.01 |
Premium: | 0.02 |
Premium p.a.: | 1.63 |
Spread abs.: | 0.01 |
Spread %: | 4.76% |
Delta: | -0.56 |
Theta: | -0.12 |
Omega: | -17.93 |
Rho: | -0.01 |
Quote data
Open: | 0.240 |
---|---|
High: | 0.240 |
Low: | 0.240 |
Previous Close: | 0.224 |
Turnover: | 0.000 |
Market phase: | PRE CALL |
All quotes in EUR
Performance
1 Week | -47.83% | ||
---|---|---|---|
1 Month | -50.00% | ||
3 Months | -60.00% | ||
YTD | -54.72% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.460 | 0.168 |
---|---|---|
1M High / 1M Low: | 0.530 | 0.168 |
6M High / 6M Low: | 1.480 | 0.168 |
High (YTD): | 4/22/2024 | 1.480 |
Low (YTD): | 6/12/2024 | 0.168 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.296 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.411 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.675 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 425.28% | |
Volatility 6M: | 239.82% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |