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BVT Call 145 TXN 21.06.2024/  DE000VM4KHQ0  /

Frankfurt Zert./VONT
2024-06-14  10:32:10 AM Chg.-0.120 Bid11:12:12 AM Ask11:12:12 AM Underlying Strike price Expiration date Option type
4.760EUR -2.46% 4.760
Bid Size: 6,000		 4.870
Ask Size: 6,000		 Texas Instruments In... 145.00 USD 2024-06-21 Call
 

Master data

WKN: VM4KHQ
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Texas Instruments Incorporated
Type: Warrant
Option type: Call
Strike price: 145.00 USD
Maturity: 2024-06-21
Issue date: 2023-10-25
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.78
Leverage: Yes

Calculated values

Fair value: 4.79
Intrinsic value: 4.78
Implied volatility: 1.31
Historic volatility: 0.22
Parity: 4.78
Time value: 0.06
Break-even: 183.44
Moneyness: 1.35
Premium: 0.00
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 0.21%
Delta: 0.96
Theta: -0.21
Omega: 3.63
Rho: 0.02
 

Quote data

Open: 4.760
High: 4.760
Low: 4.760
Previous Close: 4.880
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.83%
1 Month  
+9.68%
3 Months  
+78.95%
YTD  
+63.01%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.160 4.800
1M High / 1M Low: 5.310 4.340
6M High / 6M Low: 5.310 1.720
High (YTD): 2024-05-22 5.310
Low (YTD): 2024-02-13 1.720
52W High: - -
52W Low: - -
Avg. price 1W:   4.914
Avg. volume 1W:   0.000
Avg. price 1M:   4.824
Avg. volume 1M:   0.000
Avg. price 6M:   2.979
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.26%
Volatility 6M:   121.45%
Volatility 1Y:   -
Volatility 3Y:   -