BVT Put 64 ON 20.09.2024/ DE000VM7PC65 /
2024-09-05 7:53:23 PM | Chg.0.000 | Bid9:59:47 PM | Ask9:59:47 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.080EUR | 0.00% | - Bid Size: - |
- Ask Size: - |
ON Semiconductor | 64.00 USD | 2024-09-20 | Put |
Master data
WKN: | VM7PC6 |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | ON Semiconductor |
Type: | Warrant |
Option type: | Put |
Strike price: | 64.00 USD |
Maturity: | 2024-09-20 |
Issue date: | 2024-01-02 |
Last trading day: | 2024-09-20 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -61.80 |
Leverage: | Yes |
Calculated values
Fair value: | 0.04 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.64 |
Historic volatility: | 0.45 |
Parity: | -0.59 |
Time value: | 0.10 |
Break-even: | 56.73 |
Moneyness: | 0.91 |
Premium: | 0.11 |
Premium p.a.: | 11.33 |
Spread abs.: | 0.01 |
Spread %: | 10.75% |
Delta: | -0.21 |
Theta: | -0.08 |
Omega: | -12.74 |
Rho: | -0.01 |
Quote data
Open: | 0.087 |
---|---|
High: | 0.090 |
Low: | 0.080 |
Previous Close: | 0.080 |
Turnover: | 0.000 |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +344.44% | ||
---|---|---|---|
1 Month | -71.43% | ||
3 Months | -68.00% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.080 | 0.012 |
---|---|---|
1M High / 1M Low: | 0.290 | 0.012 |
6M High / 6M Low: | 0.800 | 0.012 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.041 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.097 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.295 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 1,902.31% | |
Volatility 6M: | 832.06% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |