BVT Call 140 AMAT 21.06.2024
/ DE000VU9K2X5
BVT Call 140 AMAT 21.06.2024/ DE000VU9K2X5 /
| 03/06/2024 08:54:55 |
Chg.+0.03 |
Bid15:27:52 |
Ask15:27:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.11EUR |
+0.42% |
7.20
Bid Size: 500 |
7.28
Ask Size: 500 |
Applied Materials In... |
140.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VU9K2X |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
07/07/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.94 |
| Intrinsic value: |
6.92 |
| Implied volatility: |
1.18 |
| Historic volatility: |
0.30 |
| Parity: |
6.92 |
| Time value: |
0.11 |
| Break-even: |
199.30 |
| Moneyness: |
1.54 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.14% |
| Delta: |
0.96 |
| Theta: |
-0.13 |
| Omega: |
2.71 |
| Rho: |
0.06 |
Quote data
| Open: |
7.11 |
| High: |
7.11 |
| Low: |
7.11 |
| Previous Close: |
7.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.69% |
| 1 Month |
|
|
+25.62% |
| 3 Months |
|
|
+15.80% |
| YTD |
|
|
+145.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.62 |
7.08 |
| 1M High / 1M Low: |
7.62 |
5.66 |
| 6M High / 6M Low: |
7.62 |
1.83 |
| High (YTD): |
29/05/2024 |
7.62 |
| Low (YTD): |
05/01/2024 |
1.91 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.58% |
| Volatility 6M: |
|
135.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
