BVT Call 165 TXN 21.06.2024
/ DE000VM0Y919
BVT Call 165 TXN 21.06.2024/ DE000VM0Y919 /
| 31/05/2024 08:36:44 |
Chg.+0.16 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.87EUR |
+5.90% |
-
Bid Size: - |
-
Ask Size: - |
Texas Instruments In... |
165.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
09/08/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.80 |
| Intrinsic value: |
2.77 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.22 |
| Parity: |
2.77 |
| Time value: |
0.09 |
| Break-even: |
180.69 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.35% |
| Delta: |
0.93 |
| Theta: |
-0.08 |
| Omega: |
5.87 |
| Rho: |
0.08 |
Quote data
| Open: |
2.87 |
| High: |
2.87 |
| Low: |
2.87 |
| Previous Close: |
2.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.42% |
| 1 Month |
|
|
+85.16% |
| 3 Months |
|
|
+160.91% |
| YTD |
|
|
+82.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.30 |
2.71 |
| 1M High / 1M Low: |
3.59 |
1.33 |
| 6M High / 6M Low: |
3.59 |
0.58 |
| High (YTD): |
23/05/2024 |
3.59 |
| Low (YTD): |
22/04/2024 |
0.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.77% |
| Volatility 6M: |
|
241.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
