BVT Put 68 ON 21.06.2024/ DE000VM57917 /
| 2024-05-31 7:50:57 PM | Chg.+0.014 | Bid9:59:43 PM | Ask9:59:43 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.144EUR | +10.77% | - Bid Size: - |
- Ask Size: - |
ON Semiconductor | 68.00 USD | 2024-06-21 | Put |
Master data
| WKN: | VM5791 |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | ON Semiconductor |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 68.00 USD |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-12-01 |
| Last trading day: | 2024-06-21 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -60.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.48 |
| Historic volatility: | 0.40 |
| Parity: | -0.46 |
| Time value: | 0.11 |
| Break-even: | 61.57 |
| Moneyness: | 0.93 |
| Premium: | 0.09 |
| Premium p.a.: | 3.47 |
| Spread abs.: | 0.01 |
| Spread %: | 9.90% |
| Delta: | -0.24 |
| Theta: | -0.06 |
| Omega: | -14.41 |
| Rho: | -0.01 |
Quote data
| Open: | 0.140 |
|---|---|
| High: | 0.155 |
| Low: | 0.140 |
| Previous Close: | 0.130 |
| Turnover: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +26.32% | ||
|---|---|---|---|
| 1 Month | -48.57% | ||
| 3 Months | -36.00% | ||
| YTD | -55.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.144 | 0.083 |
|---|---|---|
| 1M High / 1M Low: | 0.310 | 0.056 |
| 6M High / 6M Low: | 0.870 | 0.056 |
| High (YTD): | 2024-04-22 | 0.870 |
| Low (YTD): | 2024-05-22 | 0.056 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.122 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.157 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.376 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 625.60% | |
| Volatility 6M: | 310.10% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
