BVT Put 76 ON 21.06.2024/ DE000VM6TYF4 /
| 2024-05-20 8:04:58 PM | Chg.-0.050 | Bid9:12:11 AM | Ask9:12:11 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.390EUR | -11.36% | 0.360 Bid Size: 14,000 |
0.380 Ask Size: 14,000 |
ON Semiconductor | 76.00 USD | 2024-06-21 | Put |
Master data
| WKN: | VM6TYF |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | ON Semiconductor |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 76.00 USD |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-12-11 |
| Last trading day: | 2024-06-21 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -18.49 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.40 |
|---|---|
| Intrinsic value: | 0.16 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.40 |
| Parity: | 0.16 |
| Time value: | 0.21 |
| Break-even: | 66.28 |
| Moneyness: | 1.02 |
| Premium: | 0.03 |
| Premium p.a.: | 0.43 |
| Spread abs.: | 0.01 |
| Spread %: | 2.78% |
| Delta: | -0.55 |
| Theta: | -0.04 |
| Omega: | -10.19 |
| Rho: | -0.04 |
Quote data
| Open: | 0.420 |
|---|---|
| High: | 0.420 |
| Low: | 0.390 |
| Previous Close: | 0.440 |
| Turnover: | 0.000 |
| Market phase: | PRE CALL |
All quotes in EUR
Performance
| 1 Week | -18.75% | ||
|---|---|---|---|
| 1 Month | -73.29% | ||
| 3 Months | -38.10% | ||
| YTD | -26.42% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.480 | 0.370 |
|---|---|---|
| 1M High / 1M Low: | 1.480 | 0.370 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-04-22 | 1.480 |
| Low (YTD): | 2024-05-15 | 0.370 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.416 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.732 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 209.36% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
