BVT Call 110 MU 21.06.2024
/ DE000VD02V45
BVT Call 110 MU 21.06.2024/ DE000VD02V45 /
2024-06-18 8:02:49 PM |
Chg.+0.480 |
Bid9:58:44 PM |
Ask9:58:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.070EUR |
+13.37% |
- Bid Size: - |
- Ask Size: - |
Micron Technology In... |
110.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VD02V4 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Micron Technology Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2024-02-28 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.53 |
Intrinsic value: |
3.52 |
Implied volatility: |
1.99 |
Historic volatility: |
0.34 |
Parity: |
3.52 |
Time value: |
0.05 |
Break-even: |
138.12 |
Moneyness: |
1.34 |
Premium: |
0.00 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.01 |
Spread %: |
0.28% |
Delta: |
0.96 |
Theta: |
-0.38 |
Omega: |
3.70 |
Rho: |
0.01 |
Quote data
Open: |
3.800 |
High: |
4.270 |
Low: |
3.800 |
Previous Close: |
3.590 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+43.82% |
1 Month |
|
|
+152.80% |
3 Months |
|
|
+1133.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.070 |
2.830 |
1M High / 1M Low: |
4.070 |
1.230 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.310 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.225 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
278.95% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |