BVT Call 130 AMAT 21.06.2024
/ DE000VM4M4J0
BVT Call 130 AMAT 21.06.2024/ DE000VM4M4J0 /
| 14/06/2024 08:57:39 |
Chg.-0.04 |
Bid22:00:06 |
Ask22:00:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.11EUR |
-0.39% |
-
Bid Size: - |
-
Ask Size: - |
Applied Materials In... |
130.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VM4M4J |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
27/10/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.02 |
| Intrinsic value: |
10.02 |
| Implied volatility: |
2.41 |
| Historic volatility: |
0.30 |
| Parity: |
10.02 |
| Time value: |
0.08 |
| Break-even: |
222.07 |
| Moneyness: |
1.83 |
| Premium: |
0.00 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
0.20% |
| Delta: |
0.98 |
| Theta: |
-0.31 |
| Omega: |
2.14 |
| Rho: |
0.02 |
Quote data
| Open: |
10.11 |
| High: |
10.11 |
| Low: |
10.11 |
| Previous Close: |
10.15 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.52% |
| 1 Month |
|
|
+35.34% |
| 3 Months |
|
|
+50.45% |
| YTD |
|
|
+180.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.15 |
8.57 |
| 1M High / 1M Low: |
10.15 |
7.47 |
| 6M High / 6M Low: |
10.15 |
2.52 |
| High (YTD): |
13/06/2024 |
10.15 |
| Low (YTD): |
05/01/2024 |
2.52 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.18 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.64% |
| Volatility 6M: |
|
116.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
