BVT Call 105 SWKS 21.06.2024
/ DE000VM3TEK3
BVT Call 105 SWKS 21.06.2024/ DE000VM3TEK3 /
| 2024-06-19 8:48:06 AM |
Chg.+0.009 |
Bid5:29:53 PM |
Ask5:29:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.208EUR |
+4.52% |
-
Bid Size: - |
-
Ask Size: - |
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: |
0.208 |
| High: |
0.208 |
| Low: |
0.208 |
| Previous Close: |
0.199 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1633.33% |
| 1 Month |
|
|
+700.00% |
| 3 Months |
|
|
-65.33% |
| YTD |
|
|
-85.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.012 |
| 1M High / 1M Low: |
0.270 |
0.005 |
| 6M High / 6M Low: |
1.490 |
0.005 |
| High (YTD): |
2024-01-02 |
1.160 |
| Low (YTD): |
2024-06-10 |
0.005 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.161 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.045 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.566 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
5,305.68% |
| Volatility 6M: |
|
2,155.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
