BVT Put 92 SWKS 20.12.2024
/ DE000VD4BFE0
BVT Put 92 SWKS 20.12.2024/ DE000VD4BFE0 /
| 11/11/2024 20:08:23 |
Chg.+0.100 |
Bid21:59:20 |
Ask21:59:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+15.15% |
-
Bid Size: - |
-
Ask Size: - |
Skyworks Solutions I... |
92.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD4BFE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
92.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
- |
| Historic volatility: |
0.33 |
| Parity: |
0.88 |
| Time value: |
-0.23 |
| Break-even: |
85.50 |
| Moneyness: |
1.11 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
1.56% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.620 |
| High: |
0.760 |
| Low: |
0.620 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.11% |
| 1 Month |
|
|
+90.00% |
| 3 Months |
|
|
+80.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.540 |
| 1M High / 1M Low: |
0.810 |
0.330 |
| 6M High / 6M Low: |
0.840 |
0.185 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.648 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.511 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.438 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
363.52% |
| Volatility 6M: |
|
263.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
