BVT Call 1400 AVGO/ DE000VD5NSW7 /
2024-05-30 9:45:17 AM | Chg.- | Bid12:01:11 PM | Ask12:01:11 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.08EUR | - | - Bid Size: - |
- Ask Size: - |
Broadcom Inc | 1,400.00 USD | 2024-05-31 | Call |
Master data
WKN: | VD5NSW |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | Broadcom Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 1,400.00 USD |
Maturity: | 2024-05-31 |
Issue date: | 2024-05-07 |
Last trading day: | 2024-05-31 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 87.59 |
Leverage: | Yes |
Calculated values
Fair value: | 0.49 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.69 |
Historic volatility: | 0.31 |
Parity: | -0.86 |
Time value: | 1.47 |
Break-even: | 1,310.86 |
Moneyness: | 0.99 |
Premium: | 0.02 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.07 |
Spread %: | 5.00% |
Delta: | 0.43 |
Theta: | -9.22 |
Omega: | 38.09 |
Rho: | 0.01 |
Quote data
Open: | 1.08 |
---|---|
High: | 1.08 |
Low: | 1.08 |
Previous Close: | 2.47 |
Turnover: | 0.00 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -48.33% | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.41 | 1.08 |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.27 | |
Avg. volume 1W: | 0.00 | |
Avg. price 1M: | - | |
Avg. volume 1M: | - | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | - | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |