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BVT Call 115 SWKS 21.06.2024/  DE000VM3TDZ3  /

Frankfurt Zert./VONT
2024-06-19  10:32:14 AM Chg.0.000 Bid1:14:48 PM Ask1:08:54 PM Underlying Strike price Expiration date Option type
0.004EUR 0.00% 0.003
Bid Size: 13,000		 0.030
Ask Size: 13,000		 Skyworks Solutions I... 115.00 USD 2024-06-21 Call
 

Master data

WKN: VM3TDZ
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Call
Strike price: 115.00 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: 330.45
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.82
Historic volatility: 0.29
Parity: -0.80
Time value: 0.03
Break-even: 107.39
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 0.00
Spread abs.: 0.03
Spread %: 650.00%
Delta: 0.11
Theta: -0.28
Omega: 35.34
Rho: 0.00
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.004
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -42.86%
1 Month
  -33.33%
3 Months
  -98.67%
YTD
  -99.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.004
1M High / 1M Low: 0.020 0.001
6M High / 6M Low: 0.940 0.001
High (YTD): 2024-01-02 0.700
Low (YTD): 2024-06-11 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.005
Avg. volume 1M:   0.000
Avg. price 6M:   0.286
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   3,030.81%
Volatility 6M:   1,292.39%
Volatility 1Y:   -
Volatility 3Y:   -