BVT Put 64 ON 21.06.2024/ DE000VM57925 /
| 2024-05-31 7:40:14 PM | Chg.+0.009 | Bid9:59:44 PM | Ask9:59:44 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.057EUR | +18.75% | - Bid Size: - |
- Ask Size: - |
ON Semiconductor | 64.00 USD | 2024-06-21 | Put |
Master data
| WKN: | VM5792 |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | ON Semiconductor |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 64.00 USD |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-12-01 |
| Last trading day: | 2024-06-21 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -149.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.50 |
| Historic volatility: | 0.40 |
| Parity: | -0.83 |
| Time value: | 0.05 |
| Break-even: | 58.54 |
| Moneyness: | 0.88 |
| Premium: | 0.13 |
| Premium p.a.: | 8.37 |
| Spread abs.: | 0.01 |
| Spread %: | 28.57% |
| Delta: | -0.11 |
| Theta: | -0.04 |
| Omega: | -16.86 |
| Rho: | 0.00 |
Quote data
| Open: | 0.053 |
|---|---|
| High: | 0.060 |
| Low: | 0.053 |
| Previous Close: | 0.048 |
| Turnover: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +32.56% | ||
|---|---|---|---|
| 1 Month | -65.45% | ||
| 3 Months | -62.50% | ||
| YTD | -76.25% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.057 | 0.024 |
|---|---|---|
| 1M High / 1M Low: | 0.177 | 0.018 |
| 6M High / 6M Low: | 0.630 | 0.018 |
| High (YTD): | 2024-04-22 | 0.630 |
| Low (YTD): | 2024-05-22 | 0.018 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.046 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.073 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.264 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 873.65% | |
| Volatility 6M: | 403.21% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
