BVT Call 1440 AVGO/  DE000VD5RN53  /

Frankfurt Zert./VONT
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:   -