BVT Call 140 AMAT 21.06.2024
/ DE000VU9K2X5
BVT Call 140 AMAT 21.06.2024/ DE000VU9K2X5 /
| 14/06/2024 08:57:03 |
Chg.-0.06 |
Bid18:34:59 |
Ask18:34:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.17EUR |
-0.65% |
9.06
Bid Size: 20,000 |
9.08
Ask Size: 20,000 |
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: |
2.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.09 |
| Intrinsic value: |
9.08 |
| Implied volatility: |
2.15 |
| Historic volatility: |
0.30 |
| Parity: |
9.08 |
| Time value: |
0.09 |
| Break-even: |
222.08 |
| Moneyness: |
1.70 |
| Premium: |
0.00 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
0.22% |
| Delta: |
0.97 |
| Theta: |
-0.31 |
| Omega: |
2.35 |
| Rho: |
0.02 |
Quote data
| Open: |
9.17 |
| High: |
9.17 |
| Low: |
9.17 |
| Previous Close: |
9.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.34% |
| 1 Month |
|
|
+46.02% |
| 3 Months |
|
|
+56.22% |
| YTD |
|
|
+216.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.23 |
7.62 |
| 1M High / 1M Low: |
9.23 |
6.28 |
| 6M High / 6M Low: |
9.23 |
1.91 |
| High (YTD): |
13/06/2024 |
9.23 |
| Low (YTD): |
05/01/2024 |
1.91 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.33% |
| Volatility 6M: |
|
131.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
