BVT Call 155 AMAT 21.06.2024
/ DE000VU9BDZ8
BVT Call 155 AMAT 21.06.2024/ DE000VU9BDZ8 /
| 2024-06-14 8:28:35 AM |
Chg.-0.06 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.82EUR |
-0.76% |
-
Bid Size: - |
-
Ask Size: - |
Applied Materials In... |
155.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9BDZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-04 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.67 |
| Intrinsic value: |
7.66 |
| Implied volatility: |
1.94 |
| Historic volatility: |
0.31 |
| Parity: |
7.66 |
| Time value: |
0.09 |
| Break-even: |
222.29 |
| Moneyness: |
1.53 |
| Premium: |
0.00 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
0.26% |
| Delta: |
0.97 |
| Theta: |
-0.35 |
| Omega: |
2.76 |
| Rho: |
0.02 |
Quote data
| Open: |
7.82 |
| High: |
7.82 |
| Low: |
7.82 |
| Previous Close: |
7.88 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.32% |
| 1 Month |
|
|
+50.38% |
| 3 Months |
|
|
+70.00% |
| YTD |
|
|
+291.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.88 |
6.27 |
| 1M High / 1M Low: |
7.88 |
5.20 |
| 6M High / 6M Low: |
7.88 |
1.18 |
| High (YTD): |
2024-06-13 |
7.88 |
| Low (YTD): |
2024-01-10 |
1.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.36% |
| Volatility 6M: |
|
164.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
