BVT Put 240 CDNS 20.09.2024
/ DE000VM7NY46
BVT Put 240 CDNS 20.09.2024/ DE000VM7NY46 /
| 2024-08-02 7:42:37 PM |
Chg.+0.660 |
Bid9:58:57 PM |
Ask9:58:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.230EUR |
+115.79% |
-
Bid Size: - |
-
Ask Size: - |
Cadence Design Syste... |
240.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7NY4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.26 |
| Parity: |
-0.88 |
| Time value: |
1.01 |
| Break-even: |
209.86 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.01 |
| Spread %: |
1.00% |
| Delta: |
-0.36 |
| Theta: |
-0.14 |
| Omega: |
-8.21 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.630 |
| High: |
1.230 |
| Low: |
0.610 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+136.54% |
| 1 Month |
|
|
+831.82% |
| 3 Months |
|
|
+123.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.230 |
0.410 |
| 1M High / 1M Low: |
1.230 |
0.110 |
| 6M High / 6M Low: |
1.230 |
0.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.326 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.449 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
756.73% |
| Volatility 6M: |
|
359.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
