BVT Call 1440 AVGO/ DE000VD5RN53 /
2024-05-31 7:53:15 PM | Chg.-0.024 | Bid7:53:15 PM | Ask7:53:15 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.031EUR | -43.64% | - Bid Size: - |
- Ask Size: - |
Broadcom Inc | 1,440.00 USD | 2024-05-31 | Call |
Master data
WKN: | VD5RN5 |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | Broadcom Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 1,440.00 USD |
Maturity: | 2024-05-31 |
Issue date: | 2024-05-08 |
Last trading day: | 2024-05-31 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 229.92 |
Leverage: | Yes |
Calculated values
Fair value: | 0.01 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.77 |
Historic volatility: | 0.31 |
Parity: | -4.57 |
Time value: | 0.56 |
Break-even: | 1,338.80 |
Moneyness: | 0.97 |
Premium: | 0.04 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.07 |
Spread %: | 14.29% |
Delta: | 0.20 |
Theta: | -7.22 |
Omega: | 45.64 |
Rho: | 0.01 |
Quote data
Open: | 0.030 |
---|---|
High: | 0.031 |
Low: | 0.030 |
Previous Close: | 0.055 |
Turnover: | 0.000 |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -97.08% | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.330 | 0.055 |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.787 | |
Avg. volume 1W: | 0.000 | |
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: | - |