BVT Put 220 CDNS 20.12.2024
/ DE000VD3YGN3
BVT Put 220 CDNS 20.12.2024/ DE000VD3YGN3 /
8/16/2024 7:45:06 PM |
Chg.-0.020 |
Bid9:57:58 PM |
Ask9:57:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
-4.88% |
- Bid Size: - |
- Ask Size: - |
Cadence Design Syste... |
220.00 - |
12/20/2024 |
Put |
Master data
WKN: |
VD3YGN |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Cadence Design Systems Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
220.00 - |
Maturity: |
12/20/2024 |
Issue date: |
4/12/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-63.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.30 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.27 |
Parity: |
-3.48 |
Time value: |
0.40 |
Break-even: |
216.00 |
Moneyness: |
0.86 |
Premium: |
0.15 |
Premium p.a.: |
0.51 |
Spread abs.: |
0.01 |
Spread %: |
2.56% |
Delta: |
-0.16 |
Theta: |
-0.04 |
Omega: |
-10.08 |
Rho: |
-0.15 |
Quote data
Open: |
0.420 |
High: |
0.420 |
Low: |
0.390 |
Previous Close: |
0.410 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-41.79% |
1 Month |
|
|
+18.18% |
3 Months |
|
|
-7.14% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.680 |
0.390 |
1M High / 1M Low: |
1.270 |
0.300 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.514 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.624 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
439.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |