BVT Call 175 AMAT 21.06.2024
/ DE000VU9BEZ6
BVT Call 175 AMAT 21.06.2024/ DE000VU9BEZ6 /
| 14/06/2024 08:28:36 |
Chg.-0.07 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.96EUR |
-1.16% |
-
Bid Size: - |
-
Ask Size: - |
Applied Materials In... |
175.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VU9BEZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
04/07/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.80 |
| Intrinsic value: |
5.79 |
| Implied volatility: |
1.45 |
| Historic volatility: |
0.31 |
| Parity: |
5.79 |
| Time value: |
0.09 |
| Break-even: |
222.28 |
| Moneyness: |
1.35 |
| Premium: |
0.00 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
0.34% |
| Delta: |
0.96 |
| Theta: |
-0.32 |
| Omega: |
3.61 |
| Rho: |
0.03 |
Quote data
| Open: |
5.96 |
| High: |
5.96 |
| Low: |
5.96 |
| Previous Close: |
6.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.15% |
| 1 Month |
|
|
+74.27% |
| 3 Months |
|
|
+94.14% |
| YTD |
|
|
+457.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.03 |
4.41 |
| 1M High / 1M Low: |
6.03 |
3.42 |
| 6M High / 6M Low: |
6.03 |
0.55 |
| High (YTD): |
13/06/2024 |
6.03 |
| Low (YTD): |
10/01/2024 |
0.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.12% |
| Volatility 6M: |
|
222.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
