BVT Put 260 CDNS 21.06.2024
/ DE000VM525M1
BVT Put 260 CDNS 21.06.2024/ DE000VM525M1 /
2024-05-17 8:24:52 AM |
Chg.+0.030 |
Bid10:00:05 PM |
Ask10:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.167EUR |
+21.90% |
- Bid Size: - |
- Ask Size: - |
Cadence Design Syste... |
260.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
VM525M |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Cadence Design Systems Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
260.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-11-29 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-157.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.25 |
Parity: |
-2.65 |
Time value: |
0.17 |
Break-even: |
237.53 |
Moneyness: |
0.90 |
Premium: |
0.11 |
Premium p.a.: |
1.95 |
Spread abs.: |
0.01 |
Spread %: |
6.29% |
Delta: |
-0.12 |
Theta: |
-0.08 |
Omega: |
-19.59 |
Rho: |
-0.03 |
Quote data
Open: |
0.167 |
High: |
0.167 |
Low: |
0.167 |
Previous Close: |
0.137 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-30.42% |
1 Month |
|
|
-67.25% |
3 Months |
|
|
-76.14% |
YTD |
|
|
-87.63% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.137 |
1M High / 1M Low: |
1.080 |
0.137 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-05 |
2.060 |
Low (YTD): |
2024-05-16 |
0.137 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.196 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.437 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
418.12% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |