BVT Call 165 AMAT 21.06.2024
/ DE000VU9BDK0
BVT Call 165 AMAT 21.06.2024/ DE000VU9BDK0 /
| 6/14/2024 8:28:35 AM |
Chg.-0.06 |
Bid9:10:57 PM |
Ask9:10:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.89EUR |
-0.86% |
6.84
Bid Size: 19,000 |
6.86
Ask Size: 19,000 |
Applied Materials In... |
165.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VU9BDK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 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: |
3.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.77 |
| Intrinsic value: |
6.76 |
| Implied volatility: |
1.59 |
| Historic volatility: |
0.30 |
| Parity: |
6.76 |
| Time value: |
0.09 |
| Break-even: |
222.17 |
| Moneyness: |
1.44 |
| Premium: |
0.00 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
0.29% |
| Delta: |
0.96 |
| Theta: |
-0.31 |
| Omega: |
3.10 |
| Rho: |
0.03 |
Quote data
| Open: |
6.89 |
| High: |
6.89 |
| Low: |
6.89 |
| Previous Close: |
6.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.51% |
| 1 Month |
|
|
+70.54% |
| 3 Months |
|
|
+80.37% |
| YTD |
|
|
+362.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.95 |
5.32 |
| 1M High / 1M Low: |
6.95 |
4.04 |
| 6M High / 6M Low: |
6.95 |
0.81 |
| High (YTD): |
6/13/2024 |
6.95 |
| Low (YTD): |
1/10/2024 |
0.81 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.48% |
| Volatility 6M: |
|
191.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
