BVT Call 155 TXN 21.06.2024
/ DE000VM3MKT6
BVT Call 155 TXN 21.06.2024/ DE000VM3MKT6 /
| 2024-06-14 2:05:54 PM |
Chg.-0.200 |
Bid3:29:56 PM |
Ask3:29:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.750EUR |
-5.06% |
-
Bid Size: - |
-
Ask Size: - |
Texas Instruments In... |
155.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3MKT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Texas Instruments Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.85 |
| Intrinsic value: |
3.84 |
| Implied volatility: |
1.07 |
| Historic volatility: |
0.22 |
| Parity: |
3.84 |
| Time value: |
0.07 |
| Break-even: |
183.45 |
| Moneyness: |
1.27 |
| Premium: |
0.00 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.26% |
| Delta: |
0.95 |
| Theta: |
-0.20 |
| Omega: |
4.46 |
| Rho: |
0.03 |
Quote data
| Open: |
3.900 |
| High: |
3.900 |
| Low: |
3.750 |
| Previous Close: |
3.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.34% |
| 1 Month |
|
|
+9.65% |
| 3 Months |
|
|
+97.37% |
| YTD |
|
|
+69.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.230 |
3.840 |
| 1M High / 1M Low: |
4.390 |
3.420 |
| 6M High / 6M Low: |
4.390 |
1.100 |
| High (YTD): |
2024-05-22 |
4.390 |
| Low (YTD): |
2024-02-13 |
1.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.980 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.903 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.210 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.38% |
| Volatility 6M: |
|
154.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
