BVT Call 190 AMAT 21.06.2024
/ DE000VM1Y073
BVT Call 190 AMAT 21.06.2024/ DE000VM1Y073 /
| 03/06/2024 08:56:46 |
Chg.+0.05 |
Bid16:37:44 |
Ask16:37:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.56EUR |
+1.99% |
2.28
Bid Size: 23,000 |
2.29
Ask Size: 23,000 |
Applied Materials In... |
190.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VM1Y07 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
04/09/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.36 |
| Intrinsic value: |
2.31 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.30 |
| Parity: |
2.31 |
| Time value: |
0.17 |
| Break-even: |
199.87 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
0.40% |
| Delta: |
0.88 |
| Theta: |
-0.14 |
| Omega: |
7.04 |
| Rho: |
0.07 |
Quote data
| Open: |
2.56 |
| High: |
2.56 |
| Low: |
2.56 |
| Previous Close: |
2.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.34% |
| 1 Month |
|
|
+53.29% |
| 3 Months |
|
|
+9.87% |
| YTD |
|
|
+306.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.06 |
2.51 |
| 1M High / 1M Low: |
3.06 |
1.67 |
| 6M High / 6M Low: |
3.06 |
0.28 |
| High (YTD): |
27/05/2024 |
3.06 |
| Low (YTD): |
10/01/2024 |
0.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.63 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.63% |
| Volatility 6M: |
|
287.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
