BVT Call 145 AMAT 21.06.2024
/ DE000VU9BDX3
BVT Call 145 AMAT 21.06.2024/ DE000VU9BDX3 /
| 6/14/2024 8:28:35 AM |
Chg.-0.05 |
Bid9:31:00 PM |
Ask9:31:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.75EUR |
-0.57% |
8.70
Bid Size: 19,000 |
8.72
Ask Size: 19,000 |
Applied Materials In... |
145.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VU9BDX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
7/4/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.63 |
| Intrinsic value: |
8.62 |
| Implied volatility: |
2.00 |
| Historic volatility: |
0.30 |
| Parity: |
8.62 |
| Time value: |
0.08 |
| Break-even: |
222.04 |
| Moneyness: |
1.64 |
| Premium: |
0.00 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
0.23% |
| Delta: |
0.97 |
| Theta: |
-0.29 |
| Omega: |
2.47 |
| Rho: |
0.02 |
Quote data
| Open: |
8.75 |
| High: |
8.75 |
| Low: |
8.75 |
| Previous Close: |
8.80 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.38% |
| 1 Month |
|
|
+49.83% |
| 3 Months |
|
|
+60.85% |
| YTD |
|
|
+236.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.80 |
7.15 |
| 1M High / 1M Low: |
8.80 |
5.84 |
| 6M High / 6M Low: |
8.80 |
1.65 |
| High (YTD): |
6/13/2024 |
8.80 |
| Low (YTD): |
1/5/2024 |
1.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.50% |
| Volatility 6M: |
|
140.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
