BVT Put 320 CDNS 21.03.2025
/ DE000VD9GQP1
BVT Put 320 CDNS 21.03.2025/ DE000VD9GQP1 /
| 2024-12-23 1:50:58 PM |
Chg.+0.020 |
Bid4:46:03 PM |
Ask4:46:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.910EUR |
+0.69% |
2.930
Bid Size: 26,000 |
2.940
Ask Size: 26,000 |
Cadence Design Syste... |
320.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
VD9GQP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
320.00 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: |
-9.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.79 |
| Intrinsic value: |
1.78 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.33 |
| Parity: |
1.78 |
| Time value: |
1.18 |
| Break-even: |
277.11 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.34% |
| Delta: |
-0.58 |
| Theta: |
-0.10 |
| Omega: |
-5.70 |
| Rho: |
-0.48 |
Quote data
| Open: |
2.910 |
| High: |
2.910 |
| Low: |
2.910 |
| Previous Close: |
2.890 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.67% |
| 1 Month |
|
|
+16.40% |
| 3 Months |
|
|
-37.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.030 |
2.210 |
| 1M High / 1M Low: |
3.030 |
1.870 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.578 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.554 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
253.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
