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: | - |
