BVT Put 240 CDNS 21.03.2025
/ DE000VD9GQA3
BVT Put 240 CDNS 21.03.2025/ DE000VD9GQA3 /
| 2024-09-10 7:52:46 PM |
Chg.-0.060 |
Bid9:54:33 PM |
Ask9:54:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.750EUR |
-3.31% |
1.720
Bid Size: 37,000 |
1.730
Ask Size: 37,000 |
Cadence Design Syste... |
240.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
VD9GQA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-08 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
-1.16 |
| Time value: |
1.81 |
| Break-even: |
199.38 |
| Moneyness: |
0.95 |
| Premium: |
0.13 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
0.56% |
| Delta: |
-0.35 |
| Theta: |
-0.05 |
| Omega: |
-4.41 |
| Rho: |
-0.52 |
Quote data
| Open: |
1.800 |
| High: |
1.800 |
| Low: |
1.740 |
| Previous Close: |
1.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.06% |
| 1 Month |
|
|
+14.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.060 |
1.650 |
| 1M High / 1M Low: |
2.060 |
1.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.838 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.425 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
