BVT Call 165 TXN 21.06.2024
/ DE000VM0Y919
BVT Call 165 TXN 21.06.2024/ DE000VM0Y919 /
| 2024-06-07 8:37:05 AM |
Chg.+0.01 |
Bid10:00:06 PM |
Ask10:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.94EUR |
+0.34% |
-
Bid Size: - |
-
Ask Size: - |
Texas Instruments In... |
165.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM0Y91 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Texas Instruments Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.89 |
| Intrinsic value: |
2.87 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.21 |
| Parity: |
2.87 |
| Time value: |
0.08 |
| Break-even: |
180.99 |
| Moneyness: |
1.19 |
| Premium: |
0.00 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.34% |
| Delta: |
0.94 |
| Theta: |
-0.11 |
| Omega: |
5.73 |
| Rho: |
0.05 |
Quote data
| Open: |
2.94 |
| High: |
2.94 |
| Low: |
2.94 |
| Previous Close: |
2.93 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.44% |
| 1 Month |
|
|
+80.37% |
| 3 Months |
|
|
+121.05% |
| YTD |
|
|
+87.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.93 |
2.69 |
| 1M High / 1M Low: |
3.59 |
1.63 |
| 6M High / 6M Low: |
3.59 |
0.58 |
| High (YTD): |
2024-05-23 |
3.59 |
| Low (YTD): |
2024-04-22 |
0.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.31% |
| Volatility 6M: |
|
240.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
