BVT Put 72 ON 21.06.2024/ DE000VM579Z0 /
| 2024-06-07 8:39:03 AM | Chg.+0.054 | Bid10:00:06 PM | Ask10:00:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.208EUR | +35.06% | - Bid Size: - |
- Ask Size: - |
ON Semiconductor | 72.00 USD | 2024-06-21 | Put |
Master data
| WKN: | VM579Z |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | ON Semiconductor |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 72.00 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: | -30.99 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.19 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.41 |
| Parity: | -0.03 |
| Time value: | 0.22 |
| Break-even: | 64.50 |
| Moneyness: | 1.00 |
| Premium: | 0.04 |
| Premium p.a.: | 1.74 |
| Spread abs.: | 0.01 |
| Spread %: | 4.85% |
| Delta: | -0.46 |
| Theta: | -0.09 |
| Omega: | -14.17 |
| Rho: | -0.01 |
Quote data
| Open: | 0.208 |
|---|---|
| High: | 0.208 |
| Low: | 0.208 |
| Previous Close: | 0.154 |
| Turnover: | 0.000 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -28.28% | ||
|---|---|---|---|
| 1 Month | -48.00% | ||
| 3 Months | -36.97% | ||
| YTD | -50.48% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.260 | 0.154 |
|---|---|---|
| 1M High / 1M Low: | 0.400 | 0.120 |
| 6M High / 6M Low: | 1.160 | 0.120 |
| High (YTD): | 2024-04-23 | 1.160 |
| Low (YTD): | 2024-05-23 | 0.120 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.211 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.259 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.505 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 632.22% | |
| Volatility 6M: | 317.69% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
