BVT Put 68 ON 21.06.2024/ DE000VM57917 /
| 2024-06-07 7:50:37 PM | Chg.+0.008 | Bid9:58:47 PM | Ask9:58:47 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.085EUR | +10.39% | - 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: | -68.58 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.50 |
| Historic volatility: | 0.40 |
| Parity: | -0.41 |
| Time value: | 0.10 |
| Break-even: | 61.46 |
| Moneyness: | 0.94 |
| Premium: | 0.08 |
| Premium p.a.: | 5.75 |
| Spread abs.: | 0.01 |
| Spread %: | 11.49% |
| Delta: | -0.24 |
| Theta: | -0.07 |
| Omega: | -16.43 |
| Rho: | -0.01 |
Quote data
| Open: | 0.083 |
|---|---|
| High: | 0.090 |
| Low: | 0.082 |
| Previous Close: | 0.077 |
| Turnover: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -40.97% | ||
|---|---|---|---|
| 1 Month | -57.50% | ||
| 3 Months | -61.71% | ||
| YTD | -73.44% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.144 | 0.077 |
|---|---|---|
| 1M High / 1M Low: | 0.260 | 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: | 0.112 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.130 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.362 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 623.63% | |
| Volatility 6M: | 316.68% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
