BVT Call 140 TXN 21.06.2024
/ DE000VM4LKT6
BVT Call 140 TXN 21.06.2024/ DE000VM4LKT6 /
| 2024-06-14 2:03:10 PM |
Chg.-0.200 |
Bid2:50:30 PM |
Ask2:50:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.150EUR |
-3.74% |
5.160
Bid Size: 9,000 |
5.200
Ask Size: 9,000 |
Texas Instruments In... |
140.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM4LKT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Texas Instruments Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-26 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.25 |
| Intrinsic value: |
5.24 |
| Implied volatility: |
1.40 |
| Historic volatility: |
0.22 |
| Parity: |
5.24 |
| Time value: |
0.06 |
| Break-even: |
183.38 |
| Moneyness: |
1.40 |
| Premium: |
0.00 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.19% |
| Delta: |
0.97 |
| Theta: |
-0.20 |
| Omega: |
3.34 |
| Rho: |
0.02 |
Quote data
| Open: |
5.230 |
| High: |
5.230 |
| Low: |
5.150 |
| Previous Close: |
5.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.09% |
| 1 Month |
|
|
+7.29% |
| 3 Months |
|
|
+68.30% |
| YTD |
|
|
+56.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.630 |
5.260 |
| 1M High / 1M Low: |
5.780 |
4.800 |
| 6M High / 6M Low: |
5.780 |
2.080 |
| High (YTD): |
2024-05-22 |
5.780 |
| Low (YTD): |
2024-02-13 |
2.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.287 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.388 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.56% |
| Volatility 6M: |
|
108.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
