BVT Call 160 AMAT 20.09.2024
/ DE000VM3ANQ1
BVT Call 160 AMAT 20.09.2024/ DE000VM3ANQ1 /
| 14/06/2024 08:31:05 |
Chg.+0.01 |
Bid15:56:36 |
Ask15:56:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.78EUR |
+0.56% |
1.77
Bid Size: 29,000 |
1.78
Ask Size: 29,000 |
Applied Materials In... |
160.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM3ANQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
04/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
12.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.37 |
| Intrinsic value: |
7.22 |
| Implied volatility: |
- |
| Historic volatility: |
0.30 |
| Parity: |
7.22 |
| Time value: |
-5.44 |
| Break-even: |
166.81 |
| Moneyness: |
1.48 |
| Premium: |
-0.25 |
| Premium p.a.: |
-0.65 |
| Spread abs.: |
0.01 |
| Spread %: |
0.57% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.78 |
| High: |
1.78 |
| Low: |
1.78 |
| Previous Close: |
1.77 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.95% |
| 1 Month |
|
|
+17.88% |
| 3 Months |
|
|
+30.88% |
| YTD |
|
|
+95.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.77 |
1.68 |
| 1M High / 1M Low: |
1.77 |
1.51 |
| 6M High / 6M Low: |
1.77 |
0.67 |
| High (YTD): |
13/06/2024 |
1.77 |
| Low (YTD): |
05/01/2024 |
0.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
24.34% |
| Volatility 6M: |
|
73.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
