BVT Put 300 CDNS 20.12.2024
/ DE000VD3R5X3
BVT Put 300 CDNS 20.12.2024/ DE000VD3R5X3 /
| 7/10/2024 1:54:25 PM |
Chg.-0.040 |
Bid2:45:37 PM |
Ask2:45:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.590EUR |
-2.45% |
1.580
Bid Size: 12,000 |
1.620
Ask Size: 12,000 |
Cadence Design Syste... |
300.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD3R5X |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.00 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.23 |
| Parity: |
0.85 |
| Time value: |
0.77 |
| Break-even: |
283.80 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.62% |
| Delta: |
-0.52 |
| Theta: |
-0.03 |
| Omega: |
-9.29 |
| Rho: |
-0.74 |
Quote data
| Open: |
1.620 |
| High: |
1.620 |
| Low: |
1.590 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.64% |
| 1 Month |
|
|
-32.05% |
| 3 Months |
|
|
-40.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.650 |
1.460 |
| 1M High / 1M Low: |
2.340 |
1.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.584 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.745 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
