BVT Put 96 SWKS 21.06.2024
/ DE000VM3TE22
BVT Put 96 SWKS 21.06.2024/ DE000VM3TE22 /
| 2024-06-10 8:47:54 AM |
Chg.+0.080 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+17.78% |
-
Bid Size: - |
-
Ask Size: - |
Skyworks Solutions I... |
96.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM3TE2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
96.00 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: |
-15.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
0.48 |
| Time value: |
0.05 |
| Break-even: |
83.76 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
1.92% |
| Delta: |
-0.80 |
| Theta: |
-0.06 |
| Omega: |
-12.68 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.50% |
| 1 Month |
|
|
+3.92% |
| 3 Months |
|
|
+82.76% |
| YTD |
|
|
+89.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.400 |
| 1M High / 1M Low: |
0.640 |
0.320 |
| 6M High / 6M Low: |
0.670 |
0.148 |
| High (YTD): |
2024-05-02 |
0.670 |
| Low (YTD): |
2024-04-30 |
0.148 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.462 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.444 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.382 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
346.02% |
| Volatility 6M: |
|
549.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
