BVT Put 88 SWKS 21.06.2024
/ DE000VM3TEZ1
BVT Put 88 SWKS 21.06.2024/ DE000VM3TEZ1 /
| 2024-06-06 8:47:40 AM |
Chg.-0.036 |
Bid9:59:10 AM |
Ask9:59:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.062EUR |
-36.73% |
0.061
Bid Size: 15,000 |
0.071
Ask Size: 15,000 |
Skyworks Solutions I... |
88.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM3TEZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
88.00 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: |
-119.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.28 |
| Parity: |
-0.39 |
| Time value: |
0.07 |
| Break-even: |
80.22 |
| Moneyness: |
0.95 |
| Premium: |
0.05 |
| Premium p.a.: |
2.66 |
| Spread abs.: |
0.01 |
| Spread %: |
16.39% |
| Delta: |
-0.22 |
| Theta: |
-0.05 |
| Omega: |
-25.93 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.062 |
| High: |
0.062 |
| Low: |
0.062 |
| Previous Close: |
0.098 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.94% |
| 1 Month |
|
|
-65.36% |
| 3 Months |
|
|
-72.57% |
| YTD |
|
|
-61.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.151 |
0.072 |
| 1M High / 1M Low: |
0.179 |
0.057 |
| 6M High / 6M Low: |
0.380 |
0.050 |
| High (YTD): |
2024-01-17 |
0.350 |
| Low (YTD): |
2024-04-30 |
0.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.108 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.106 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.177 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
501.11% |
| Volatility 6M: |
|
635.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
