BVT Put 94 SWKS 21.06.2024
/ DE000VM3TE14
BVT Put 94 SWKS 21.06.2024/ DE000VM3TE14 /
| 2024-06-04 4:52:54 PM |
Chg.0.000 |
Bid5:04:12 PM |
Ask5:04:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
0.00% |
0.400
Bid Size: 57,000 |
0.410
Ask Size: 57,000 |
Skyworks Solutions I... |
94.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM3TE1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
94.00 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: |
-23.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.28 |
| Parity: |
0.24 |
| Time value: |
0.12 |
| Break-even: |
82.58 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
-0.64 |
| Theta: |
-0.06 |
| Omega: |
-14.86 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.360 |
| High: |
0.380 |
| Low: |
0.360 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.03% |
| 1 Month |
|
|
-7.32% |
| 3 Months |
|
|
+52.00% |
| YTD |
|
|
+52.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.290 |
| 1M High / 1M Low: |
0.420 |
0.217 |
| 6M High / 6M Low: |
0.610 |
0.121 |
| High (YTD): |
2024-05-02 |
0.580 |
| Low (YTD): |
2024-04-29 |
0.121 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.374 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.326 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.318 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
300.34% |
| Volatility 6M: |
|
562.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
