BVT Put 78 SWKS 21.06.2024
/ DE000VM3TEM9
BVT Put 78 SWKS 21.06.2024/ DE000VM3TEM9 /
| 6/4/2024 10:23:36 AM |
Chg.-0.002 |
Bid11:55:25 AM |
Ask10:23:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.004EUR |
-33.33% |
0.004
Bid Size: 15,000 |
0.025
Ask Size: 15,000 |
Skyworks Solutions I... |
78.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
VM3TEM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
78.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-335.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.28 |
| Parity: |
-1.23 |
| Time value: |
0.03 |
| Break-even: |
71.26 |
| Moneyness: |
0.85 |
| Premium: |
0.15 |
| Premium p.a.: |
18.91 |
| Spread abs.: |
0.02 |
| Spread %: |
525.00% |
| Delta: |
-0.06 |
| Theta: |
-0.03 |
| Omega: |
-20.61 |
| Rho: |
0.00 |
Quote data
| Open: |
0.004 |
| High: |
0.004 |
| Low: |
0.004 |
| Previous Close: |
0.006 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.86% |
| 1 Month |
|
|
-82.61% |
| 3 Months |
|
|
-92.31% |
| YTD |
|
|
-94.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.011 |
0.006 |
| 1M High / 1M Low: |
0.022 |
0.003 |
| 6M High / 6M Low: |
0.225 |
0.003 |
| High (YTD): |
1/17/2024 |
0.181 |
| Low (YTD): |
5/21/2024 |
0.003 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.009 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.009 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.065 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
620.29% |
| Volatility 6M: |
|
594.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
