BVT Call 130 MU 21.06.2024
/ DE000VD2N8R4
BVT Call 130 MU 21.06.2024/ DE000VD2N8R4 /
| 18/06/2024 19:54:27 |
Chg.+0.510 |
Bid08:15:10 |
Ask08:15:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.230EUR |
+29.65% |
2.340
Bid Size: 7,000 |
2.430
Ask Size: 7,000 |
Micron Technology In... |
130.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VD2N8R |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Micron Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
22/03/2024 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.66 |
| Intrinsic value: |
1.66 |
| Implied volatility: |
1.08 |
| Historic volatility: |
0.34 |
| Parity: |
1.66 |
| Time value: |
0.06 |
| Break-even: |
138.24 |
| Moneyness: |
1.14 |
| Premium: |
0.00 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.01 |
| Spread %: |
0.58% |
| Delta: |
0.91 |
| Theta: |
-0.37 |
| Omega: |
7.31 |
| Rho: |
0.01 |
Quote data
| Open: |
1.920 |
| High: |
2.570 |
| Low: |
1.920 |
| Previous Close: |
1.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+118.63% |
| 1 Month |
|
|
+395.56% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.230 |
1.020 |
| 1M High / 1M Low: |
2.230 |
0.197 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.474 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.716 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
664.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
