BVT Put 86 SWKS 21.06.2024
/ DE000VM3TEW8
BVT Put 86 SWKS 21.06.2024/ DE000VM3TEW8 /
| 2024-05-31 8:47:46 AM |
Chg.-0.020 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
-21.05% |
-
Bid Size: - |
-
Ask Size: - |
Skyworks Solutions I... |
86.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM3TEW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
86.00 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: |
-103.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.28 |
| Parity: |
-0.43 |
| Time value: |
0.08 |
| Break-even: |
78.59 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
1.81 |
| Spread abs.: |
0.01 |
| Spread %: |
14.08% |
| Delta: |
-0.22 |
| Theta: |
-0.04 |
| Omega: |
-22.58 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.075 |
| High: |
0.075 |
| Low: |
0.075 |
| Previous Close: |
0.095 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.70% |
| 1 Month |
|
|
+108.33% |
| 3 Months |
|
|
-35.90% |
| YTD |
|
|
-45.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.095 |
0.049 |
| 1M High / 1M Low: |
0.189 |
0.033 |
| 6M High / 6M Low: |
0.380 |
0.033 |
| High (YTD): |
2024-01-17 |
0.310 |
| Low (YTD): |
2024-05-23 |
0.033 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.067 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.080 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.152 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
537.35% |
| Volatility 6M: |
|
671.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
