BVT Call 180 AMAT 21.06.2024
/ DE000VU9BE11
BVT Call 180 AMAT 21.06.2024/ DE000VU9BE11 /
| 2024-06-14 8:28:34 AM |
Chg.-0.07 |
Bid4:28:09 PM |
Ask4:28:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.50EUR |
-1.26% |
5.24
Bid Size: 20,000 |
5.26
Ask Size: 20,000 |
Applied Materials In... |
180.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9BE1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-04 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.37 |
| Intrinsic value: |
5.36 |
| Implied volatility: |
1.26 |
| Historic volatility: |
0.30 |
| Parity: |
5.36 |
| Time value: |
0.09 |
| Break-even: |
222.14 |
| Moneyness: |
1.32 |
| Premium: |
0.00 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
0.37% |
| Delta: |
0.95 |
| Theta: |
-0.28 |
| Omega: |
3.87 |
| Rho: |
0.03 |
Quote data
| Open: |
5.50 |
| High: |
5.50 |
| Low: |
5.50 |
| Previous Close: |
5.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.24% |
| 1 Month |
|
|
+98.56% |
| 3 Months |
|
|
+99.28% |
| YTD |
|
|
+504.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.57 |
3.95 |
| 1M High / 1M Low: |
5.57 |
2.77 |
| 6M High / 6M Low: |
5.57 |
0.44 |
| High (YTD): |
2024-06-13 |
5.57 |
| Low (YTD): |
2024-01-10 |
0.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.67% |
| Volatility 6M: |
|
242.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
