BVT Put 320 CDNS 20.09.2024
/ DE000VM98AV6
BVT Put 320 CDNS 20.09.2024/ DE000VM98AV6 /
2024-07-10 2:00:14 PM |
Chg.-0.060 |
Bid4:00:01 PM |
Ask4:00:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.800EUR |
-3.23% |
1.800 Bid Size: 29,000 |
1.810 Ask Size: 29,000 |
Cadence Design Syste... |
320.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
VM98AV |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Cadence Design Systems Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
320.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-02-13 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-15.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.32 |
Intrinsic value: |
0.44 |
Implied volatility: |
0.33 |
Historic volatility: |
0.23 |
Parity: |
0.44 |
Time value: |
1.40 |
Break-even: |
277.50 |
Moneyness: |
1.02 |
Premium: |
0.05 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.01 |
Spread %: |
0.55% |
Delta: |
-0.49 |
Theta: |
-0.10 |
Omega: |
-7.79 |
Rho: |
-0.32 |
Quote data
Open: |
1.830 |
High: |
1.830 |
Low: |
1.800 |
Previous Close: |
1.860 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.17% |
1 Month |
|
|
-39.19% |
3 Months |
|
|
-41.37% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.860 |
1.590 |
1M High / 1M Low: |
2.960 |
1.480 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.762 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.002 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
161.76% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |