BVT Put 68 ON 20.09.2024/ DE000VM7PDB3 /
| 30/07/2024 19:41:01 | Chg.+0.061 | Bid20:17:43 | Ask20:17:43 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.197EUR | +44.85% | 0.196 Bid Size: 150,000 |
0.206 Ask Size: 150,000 |
ON Semiconductor | 68.00 USD | 20/09/2024 | Put |
Master data
| WKN: | VM7PDB |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | ON Semiconductor |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 68.00 USD |
| Maturity: | 20/09/2024 |
| Issue date: | 02/01/2024 |
| Last trading day: | 20/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -46.08 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.11 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.50 |
| Historic volatility: | 0.43 |
| Parity: | -0.95 |
| Time value: | 0.16 |
| Break-even: | 61.28 |
| Moneyness: | 0.87 |
| Premium: | 0.15 |
| Premium p.a.: | 1.71 |
| Spread abs.: | 0.01 |
| Spread %: | 6.80% |
| Delta: | -0.19 |
| Theta: | -0.03 |
| Omega: | -8.83 |
| Rho: | -0.02 |
Quote data
| Open: | 0.151 |
|---|---|
| High: | 0.197 |
| Low: | 0.139 |
| Previous Close: | 0.136 |
| Turnover: | 0.000 |
| Market phase: | PRE CALL |
All quotes in EUR
Performance
| 1 Week | -36.45% | ||
|---|---|---|---|
| 1 Month | -59.80% | ||
| 3 Months | -63.52% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.430 | 0.136 |
|---|---|---|
| 1M High / 1M Low: | 0.490 | 0.136 |
| 6M High / 6M Low: | 1.050 | 0.136 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.333 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.302 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.488 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 414.17% | |
| Volatility 6M: | 230.30% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
