BVT Put 80 ON 21.06.2024/ DE000VM6XJ77 /
| 2024-05-31 7:40:25 PM | Chg.+0.040 | Bid9:59:43 PM | Ask9:59:43 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.830EUR | +5.06% | - Bid Size: - |
- Ask Size: - |
ON Semiconductor | 80.00 USD | 2024-06-21 | Put |
Master data
| WKN: | VM6XJ7 |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | ON Semiconductor |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 80.00 USD |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-12-13 |
| Last trading day: | 2024-06-21 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -9.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.69 |
|---|---|
| Intrinsic value: | 0.64 |
| Implied volatility: | 0.45 |
| Historic volatility: | 0.40 |
| Parity: | 0.64 |
| Time value: | 0.07 |
| Break-even: | 66.64 |
| Moneyness: | 1.10 |
| Premium: | 0.01 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.01 |
| Spread %: | 1.43% |
| Delta: | -0.78 |
| Theta: | -0.05 |
| Omega: | -7.44 |
| Rho: | -0.03 |
Quote data
| Open: | 0.830 |
|---|---|
| High: | 0.860 |
| Low: | 0.820 |
| Previous Close: | 0.790 |
| Turnover: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +12.16% | ||
|---|---|---|---|
| 1 Month | -13.54% | ||
| 3 Months | +38.33% | ||
| YTD | +23.88% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.830 | 0.610 |
|---|---|---|
| 1M High / 1M Low: | 1.040 | 0.480 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-04-22 | 1.830 |
| Low (YTD): | 2024-05-22 | 0.480 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.756 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.787 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 317.48% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
