BVT Put 90 SWKS 21.06.2024
/ DE000VM3TD31
BVT Put 90 SWKS 21.06.2024/ DE000VM3TD31 /
| 2024-05-29 8:47:25 AM |
Chg.+0.039 |
Bid11:27:16 AM |
Ask11:27:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+29.77% |
0.181
Bid Size: 15,000 |
0.197
Ask Size: 15,000 |
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: |
-50.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.28 |
| Parity: |
-0.12 |
| Time value: |
0.17 |
| Break-even: |
81.27 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.01 |
| Spread %: |
6.37% |
| Delta: |
-0.39 |
| Theta: |
-0.05 |
| Omega: |
-19.60 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.131 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.81% |
| 1 Month |
|
|
+63.46% |
| 3 Months |
|
|
-26.09% |
| YTD |
|
|
-8.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.169 |
0.095 |
| 1M High / 1M Low: |
0.330 |
0.068 |
| 6M High / 6M Low: |
0.530 |
0.068 |
| High (YTD): |
2024-01-17 |
0.410 |
| Low (YTD): |
2024-04-30 |
0.068 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.162 |
| Avg. volume 1M: |
|
1,368.095 |
| Avg. price 6M: |
|
0.229 |
| Avg. volume 6M: |
|
231.694 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,397.84% |
| Volatility 6M: |
|
601.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
