BVT Put 320 CDNS 20.09.2024
/ DE000VM98AV6
BVT Put 320 CDNS 20.09.2024/ DE000VM98AV6 /
10/09/2024 20:03:52 |
Chg.-0.540 |
Bid21:59:45 |
Ask21:59:45 |
Underlying |
Strike price |
Expiration date |
Option type |
5.780EUR |
-8.54% |
- Bid Size: - |
- Ask Size: - |
Cadence Design Syste... |
320.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
13/02/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.09 |
Intrinsic value: |
6.09 |
Implied volatility: |
0.82 |
Historic volatility: |
0.27 |
Parity: |
6.09 |
Time value: |
0.03 |
Break-even: |
228.77 |
Moneyness: |
1.27 |
Premium: |
0.00 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.03 |
Spread %: |
0.49% |
Delta: |
-0.95 |
Theta: |
-0.13 |
Omega: |
-3.56 |
Rho: |
-0.08 |
Quote data
Open: |
6.120 |
High: |
6.120 |
Low: |
5.780 |
Previous Close: |
6.320 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.70% |
1 Month |
|
|
+26.20% |
3 Months |
|
|
+95.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.640 |
5.740 |
1M High / 1M Low: |
6.640 |
3.230 |
6M High / 6M Low: |
6.970 |
1.480 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.164 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.714 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.506 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
191.19% |
Volatility 6M: |
|
187.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |