BVT Put 74 SWKS 21.06.2024
/ DE000VM26W11
BVT Put 74 SWKS 21.06.2024/ DE000VM26W11 /
2024-05-14 4:43:37 PM |
Chg.-0.001 |
Bid4:43:37 PM |
Ask4:43:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.003EUR |
-25.00% |
- Bid Size: - |
- Ask Size: - |
Skyworks Solutions I... |
74.00 - |
2024-06-21 |
Put |
Master data
WKN: |
VM26W1 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Skyworks Solutions Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
74.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-10-03 |
Last trading day: |
2024-05-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-322.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.28 |
Parity: |
-0.98 |
Time value: |
0.03 |
Break-even: |
73.74 |
Moneyness: |
0.88 |
Premium: |
0.12 |
Premium p.a.: |
10.38 |
Spread abs.: |
0.02 |
Spread %: |
766.67% |
Delta: |
-0.07 |
Theta: |
-0.03 |
Omega: |
-23.96 |
Rho: |
0.00 |
Quote data
Open: |
0.003 |
High: |
0.003 |
Low: |
0.003 |
Previous Close: |
0.004 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-66.67% |
3 Months |
|
|
-93.48% |
YTD |
|
|
-94.12% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.010 |
0.003 |
6M High / 6M Low: |
0.163 |
0.003 |
High (YTD): |
2024-01-17 |
0.129 |
Low (YTD): |
2024-05-14 |
0.003 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.006 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.047 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
351.82% |
Volatility 6M: |
|
478.59% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |