BVT Put 640 SYP 20.12.2024
/ DE000VD8DFB3
BVT Put 640 SYP 20.12.2024/ DE000VD8DFB3 /
02/09/2024 17:04:23 |
Chg.-0.030 |
Bid17:22:17 |
Ask17:22:17 |
Underlying |
Strike price |
Expiration date |
Option type |
1.100EUR |
-2.65% |
- Bid Size: - |
- Ask Size: - |
SYNOPSYS INC. D... |
640.00 - |
20/12/2024 |
Put |
Master data
WKN: |
VD8DFB |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
SYNOPSYS INC. DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
640.00 - |
Maturity: |
20/12/2024 |
Issue date: |
20/06/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.70 |
Intrinsic value: |
1.70 |
Implied volatility: |
- |
Historic volatility: |
0.28 |
Parity: |
1.70 |
Time value: |
-0.58 |
Break-even: |
528.00 |
Moneyness: |
1.36 |
Premium: |
-0.12 |
Premium p.a.: |
-0.35 |
Spread abs.: |
0.01 |
Spread %: |
0.90% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.110 |
High: |
1.110 |
Low: |
1.100 |
Previous Close: |
1.130 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+1.85% |
1 Month |
|
|
-23.08% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.210 |
1.080 |
1M High / 1M Low: |
1.470 |
0.820 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.120 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.104 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
125.71% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |