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BVT Call 105 SWKS 21.06.2024/  DE000VM3TEK3  /

Frankfurt Zert./VONT
2024-06-19  2:07:56 PM Chg.-0.044 Bid2:28:16 PM Ask2:28:16 PM Underlying Strike price Expiration date Option type
0.164EUR -21.15% 0.161
Bid Size: 13,000		 0.193
Ask Size: 13,000		 Skyworks Solutions I... 105.00 USD 2024-06-21 Call
 

Master data

WKN: VM3TEK
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Call
Strike price: 105.00 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: 48.36
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.14
Implied volatility: 0.43
Historic volatility: 0.29
Parity: 0.14
Time value: 0.07
Break-even: 99.83
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 2.55
Spread abs.: 0.01
Spread %: 5.13%
Delta: 0.68
Theta: -0.29
Omega: 32.74
Rho: 0.00
 

Quote data

Open: 0.206
High: 0.206
Low: 0.164
Previous Close: 0.208
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+47.75%
1 Month  
+864.71%
3 Months
  -73.97%
YTD
  -88.69%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.227 0.111
1M High / 1M Low: 0.227 0.004
6M High / 6M Low: 1.500 0.004
High (YTD): 2024-01-02 1.230
Low (YTD): 2024-06-07 0.004
52W High: - -
52W Low: - -
Avg. price 1W:   0.185
Avg. volume 1W:   0.000
Avg. price 1M:   0.050
Avg. volume 1M:   0.000
Avg. price 6M:   0.570
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   5,151.55%
Volatility 6M:   2,091.71%
Volatility 1Y:   -
Volatility 3Y:   -