BVT Put 90 SWKS 21.06.2024
/ DE000VM3TD31
BVT Put 90 SWKS 21.06.2024/ DE000VM3TD31 /
| 2024-06-04 8:48:25 AM |
Chg.+0.044 |
Bid10:00:06 PM |
Ask10:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
+37.93% |
-
Bid Size: - |
-
Ask Size: - |
Skyworks Solutions I... |
90.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM3TD3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-51.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.28 |
| Parity: |
-0.13 |
| Time value: |
0.16 |
| Break-even: |
80.88 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
1.08 |
| Spread abs.: |
0.01 |
| Spread %: |
6.54% |
| Delta: |
-0.39 |
| Theta: |
-0.06 |
| Omega: |
-19.97 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.116 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.14% |
| 1 Month |
|
|
-46.67% |
| 3 Months |
|
|
-10.11% |
| YTD |
|
|
-13.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.116 |
| 1M High / 1M Low: |
0.240 |
0.094 |
| 6M High / 6M Low: |
0.480 |
0.068 |
| High (YTD): |
2024-01-17 |
0.410 |
| Low (YTD): |
2024-04-30 |
0.068 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.158 |
| Avg. volume 1M: |
|
1,368.095 |
| Avg. price 6M: |
|
0.220 |
| Avg. volume 6M: |
|
229.840 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
434.92% |
| Volatility 6M: |
|
605.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
