BVT Put 85 SWKS 20.12.2024
/ DE000VC21WD1
BVT Put 85 SWKS 20.12.2024/ DE000VC21WD1 /
9/5/2024 8:49:52 AM |
Chg.- |
Bid8:05:19 AM |
Ask8:05:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.209EUR |
- |
0.228 Bid Size: 15,000 |
0.238 Ask Size: 15,000 |
Skyworks Solutions I... |
85.00 - |
12/20/2024 |
Put |
Master data
WKN: |
VC21WD |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Skyworks Solutions Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
85.00 - |
Maturity: |
12/20/2024 |
Issue date: |
8/30/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-42.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.31 |
Parity: |
-0.75 |
Time value: |
0.22 |
Break-even: |
82.83 |
Moneyness: |
0.92 |
Premium: |
0.10 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.01 |
Spread %: |
4.83% |
Delta: |
-0.24 |
Theta: |
-0.02 |
Omega: |
-10.30 |
Rho: |
-0.07 |
Quote data
Open: |
0.209 |
High: |
0.209 |
Low: |
0.209 |
Previous Close: |
0.223 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+64.57% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.223 |
0.122 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.161 |
Avg. volume 1W: |
|
0.000 |
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: |
|
- |