BVT Put 96 SWKS 20.12.2024
/ DE000VD3SNM3
BVT Put 96 SWKS 20.12.2024/ DE000VD3SNM3 /
2024-05-29 8:46:33 AM |
Chg.+0.060 |
Bid10:24:35 AM |
Ask10:24:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.990EUR |
+6.45% |
1.000 Bid Size: 15,000 |
1.020 Ask Size: 15,000 |
Skyworks Solutions I... |
96.00 - |
2024-12-20 |
Put |
Master data
WKN: |
VD3SNM |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Skyworks Solutions Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
96.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-10 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.34 |
Intrinsic value: |
1.18 |
Implied volatility: |
- |
Historic volatility: |
0.28 |
Parity: |
1.18 |
Time value: |
-0.20 |
Break-even: |
86.20 |
Moneyness: |
1.14 |
Premium: |
-0.02 |
Premium p.a.: |
-0.04 |
Spread abs.: |
0.01 |
Spread %: |
1.03% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.990 |
High: |
0.990 |
Low: |
0.990 |
Previous Close: |
0.930 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.79% |
1 Month |
|
|
+54.69% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.980 |
0.860 |
1M High / 1M Low: |
1.090 |
0.550 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.924 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.911 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
355.97% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |