BVT Call 130 AMAT 21.06.2024
/ DE000VM4M4J0
BVT Call 130 AMAT 21.06.2024/ DE000VM4M4J0 /
| 21/05/2024 08:56:33 |
Chg.+0.68 |
Bid17:55:45 |
Ask17:55:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.34EUR |
+8.88% |
8.21
Bid Size: 21,000 |
8.23
Ask Size: 21,000 |
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: |
2.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.32 |
| Intrinsic value: |
8.28 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.31 |
| Parity: |
8.28 |
| Time value: |
0.12 |
| Break-even: |
203.70 |
| Moneyness: |
1.69 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.24% |
| Delta: |
0.97 |
| Theta: |
-0.08 |
| Omega: |
2.34 |
| Rho: |
0.10 |
Quote data
| Open: |
8.34 |
| High: |
8.34 |
| Low: |
8.34 |
| Previous Close: |
7.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.51% |
| 1 Month |
|
|
+37.62% |
| 3 Months |
|
|
+49.73% |
| YTD |
|
|
+131.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.15 |
7.22 |
| 1M High / 1M Low: |
8.15 |
5.76 |
| 6M High / 6M Low: |
8.15 |
2.42 |
| High (YTD): |
16/05/2024 |
8.15 |
| Low (YTD): |
05/01/2024 |
2.52 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.13% |
| Volatility 6M: |
|
121.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
