BVT Put 260 CDNS 20.12.2024
/ DE000VD3R5W5
BVT Put 260 CDNS 20.12.2024/ DE000VD3R5W5 /
9/10/2024 7:56:25 PM |
Chg.-0.120 |
Bid9:38:06 PM |
Ask9:38:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.970EUR |
-5.74% |
1.950 Bid Size: 37,000 |
1.960 Ask Size: 37,000 |
Cadence Design Syste... |
260.00 - |
12/20/2024 |
Put |
Master data
WKN: |
VD3R5W |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Cadence Design Systems Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
260.00 - |
Maturity: |
12/20/2024 |
Issue date: |
4/10/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-11.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.24 |
Intrinsic value: |
3.09 |
Implied volatility: |
- |
Historic volatility: |
0.27 |
Parity: |
3.09 |
Time value: |
-1.01 |
Break-even: |
239.20 |
Moneyness: |
1.13 |
Premium: |
-0.04 |
Premium p.a.: |
-0.15 |
Spread abs.: |
0.01 |
Spread %: |
0.48% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
2.080 |
High: |
2.080 |
Low: |
1.970 |
Previous Close: |
2.090 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+7.07% |
1 Month |
|
|
+16.57% |
3 Months |
|
|
+103.09% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.400 |
1.840 |
1M High / 1M Low: |
2.400 |
1.050 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.094 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.546 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
224.49% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |