BVT Put 60 ON 21.06.2024/ DE000VM579R7 /
5/17/2024 7:46:58 PM | Chg.-0.002 | Bid9:50:47 PM | Ask9:50:47 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.013EUR | -13.33% | - Bid Size: - |
- Ask Size: - |
ON Semiconductor | 60.00 USD | 6/21/2024 | Put |
Master data
WKN: | VM579R |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | ON Semiconductor |
Type: | Warrant |
Option type: | Put |
Strike price: | 60.00 USD |
Maturity: | 6/21/2024 |
Issue date: | 12/1/2023 |
Last trading day: | 6/21/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -239.90 |
Leverage: | Yes |
Calculated values
Fair value: | 0.02 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.45 |
Historic volatility: | 0.40 |
Parity: | -1.20 |
Time value: | 0.03 |
Break-even: | 54.93 |
Moneyness: | 0.82 |
Premium: | 0.18 |
Premium p.a.: | 4.73 |
Spread abs.: | 0.01 |
Spread %: | 55.56% |
Delta: | -0.07 |
Theta: | -0.02 |
Omega: | -15.65 |
Rho: | 0.00 |
Quote data
Open: | 0.019 |
---|---|
High: | 0.019 |
Low: | 0.013 |
Previous Close: | 0.015 |
Turnover: | 0.000 |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -73.47% | ||
---|---|---|---|
1 Month | -95.67% | ||
3 Months | -90.65% | ||
YTD | -92.61% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.049 | 0.012 |
---|---|---|
1M High / 1M Low: | 0.430 | 0.012 |
6M High / 6M Low: | - | - |
High (YTD): | 4/22/2024 | 0.430 |
Low (YTD): | 5/15/2024 | 0.012 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.025 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.158 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 436.62% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |