BVT Put 64 ON 17.01.2025/ DE000VG04CH1 /
| 2024-12-20 9:03:50 AM | Chg.+0.030 | Bid10:00:46 PM | Ask10:00:46 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.320EUR | +10.34% | - Bid Size: - |
- Ask Size: - |
ON Semiconductor | 64.00 USD | 2025-01-17 | Put |
Master data
| WKN: | VG04CH |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | ON Semiconductor |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 64.00 USD |
| Maturity: | 2025-01-17 |
| Issue date: | 2024-12-16 |
| Last trading day: | 2025-01-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -24.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.22 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.49 |
| Historic volatility: | 0.43 |
| Parity: | -0.14 |
| Time value: | 0.26 |
| Break-even: | 58.77 |
| Moneyness: | 0.98 |
| Premium: | 0.06 |
| Premium p.a.: | 1.32 |
| Spread abs.: | 0.01 |
| Spread %: | 4.00% |
| Delta: | -0.40 |
| Theta: | -0.06 |
| Omega: | -9.65 |
| Rho: | -0.02 |
Quote data
| Open: | 0.320 |
|---|---|
| High: | 0.320 |
| Low: | 0.320 |
| Previous Close: | 0.290 |
| Turnover: | 0.000 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | - | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
