BVT Call 120 AMAT 20.12.2024
/ DE000VU9G9N7
BVT Call 120 AMAT 20.12.2024/ DE000VU9G9N7 /
| 6/3/2024 8:46:04 AM |
Chg.0.00 |
Bid4:51:56 PM |
Ask4:51:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.74EUR |
0.00% |
1.72
Bid Size: 32,000 |
1.73
Ask Size: 32,000 |
Applied Materials In... |
120.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VU9G9N |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
7/6/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
11.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.99 |
| Intrinsic value: |
8.76 |
| Implied volatility: |
- |
| Historic volatility: |
0.30 |
| Parity: |
8.76 |
| Time value: |
-7.02 |
| Break-even: |
127.97 |
| Moneyness: |
1.79 |
| Premium: |
-0.35 |
| Premium p.a.: |
-0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
0.58% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.74 |
| High: |
1.74 |
| Low: |
1.74 |
| Previous Close: |
1.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+4.19% |
| 3 Months |
|
|
+4.19% |
| YTD |
|
|
+22.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.75 |
1.74 |
| 1M High / 1M Low: |
1.75 |
1.67 |
| 6M High / 6M Low: |
1.75 |
1.25 |
| High (YTD): |
5/30/2024 |
1.75 |
| Low (YTD): |
1/5/2024 |
1.27 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
8.11% |
| Volatility 6M: |
|
25.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
