BVT Call 180 AMAT 21.06.2024
/ DE000VU9BE11
BVT Call 180 AMAT 21.06.2024/ DE000VU9BE11 /
| 03/06/2024 08:27:29 |
Chg.+0.04 |
Bid12:13:00 |
Ask12:13:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.44EUR |
+1.18% |
3.48
Bid Size: 5,000 |
3.52
Ask Size: 5,000 |
Applied Materials In... |
180.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
04/07/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.26 |
| Intrinsic value: |
3.23 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.30 |
| Parity: |
3.23 |
| Time value: |
0.14 |
| Break-even: |
199.56 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.30% |
| Delta: |
0.92 |
| Theta: |
-0.13 |
| Omega: |
5.40 |
| Rho: |
0.07 |
Quote data
| Open: |
3.44 |
| High: |
3.44 |
| Low: |
3.44 |
| Previous Close: |
3.40 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.57% |
| 1 Month |
|
|
+48.92% |
| 3 Months |
|
|
+16.61% |
| YTD |
|
|
+278.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.91 |
3.40 |
| 1M High / 1M Low: |
3.94 |
2.31 |
| 6M High / 6M Low: |
3.94 |
0.44 |
| High (YTD): |
23/05/2024 |
3.94 |
| Low (YTD): |
10/01/2024 |
0.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.90% |
| Volatility 6M: |
|
247.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
