BVT Put 84 SWKS 21.06.2024
/ DE000VM3TD56
BVT Put 84 SWKS 21.06.2024/ DE000VM3TD56 /
| 5/29/2024 10:35:10 AM |
Chg.+0.015 |
Bid10:48:37 AM |
Ask10:48:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
+60.00% |
0.040
Bid Size: 15,000 |
0.050
Ask Size: 15,000 |
Skyworks Solutions I... |
84.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
VM3TD5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
84.00 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: |
-191.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.28 |
| Parity: |
-0.68 |
| Time value: |
0.04 |
| Break-even: |
76.97 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
2.69 |
| Spread abs.: |
0.01 |
| Spread %: |
29.41% |
| Delta: |
-0.13 |
| Theta: |
-0.03 |
| Omega: |
-24.55 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.040 |
| High: |
0.040 |
| Low: |
0.040 |
| Previous Close: |
0.025 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+53.85% |
| 1 Month |
|
|
+17.65% |
| 3 Months |
|
|
-59.60% |
| YTD |
|
|
-66.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.044 |
0.025 |
| 1M High / 1M Low: |
0.150 |
0.018 |
| 6M High / 6M Low: |
0.370 |
0.018 |
| High (YTD): |
1/17/2024 |
0.280 |
| Low (YTD): |
5/20/2024 |
0.018 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.031 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.047 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.128 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,459.67% |
| Volatility 6M: |
|
634.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
