BVT Put 240 CDNS 20.12.2024
/ DE000VD3R6D3
BVT Put 240 CDNS 20.12.2024/ DE000VD3R6D3 /
11/10/2024 10:12:36 |
Chg.-0.200 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
0.560EUR |
-26.32% |
- Bid Size: - |
- Ask Size: - |
Cadence Design Syste... |
240.00 - |
20/12/2024 |
Put |
Master data
WKN: |
VD3R6D |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Cadence Design Systems Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
240.00 - |
Maturity: |
20/12/2024 |
Issue date: |
10/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-47.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.27 |
Parity: |
-1.82 |
Time value: |
0.54 |
Break-even: |
234.60 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.01 |
Spread %: |
1.89% |
Delta: |
-0.25 |
Theta: |
-0.07 |
Omega: |
-11.98 |
Rho: |
-0.13 |
Quote data
Open: |
0.560 |
High: |
0.560 |
Low: |
0.560 |
Previous Close: |
0.760 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-34.88% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
+60.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.910 |
0.560 |
1M High / 1M Low: |
0.910 |
0.560 |
6M High / 6M Low: |
2.000 |
0.310 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.750 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.742 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.791 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
197.51% |
Volatility 6M: |
|
251.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |