BVT Call 190 TXN 21.06.2024
/ DE000VU9LJL4
BVT Call 190 TXN 21.06.2024/ DE000VU9LJL4 /
| 2024-06-07 8:57:50 AM |
Chg.0.000 |
Bid6:57:41 PM |
Ask6:57:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
0.00% |
0.810
Bid Size: 35,000 |
0.820
Ask Size: 35,000 |
Texas Instruments In... |
190.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9LJL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Texas Instruments Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
0.57 |
| Time value: |
0.19 |
| Break-even: |
182.04 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
1.33% |
| Delta: |
0.74 |
| Theta: |
-0.13 |
| Omega: |
17.50 |
| Rho: |
0.05 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.33% |
| 1 Month |
|
|
+216.67% |
| 3 Months |
|
|
+111.11% |
| YTD |
|
|
+46.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.600 |
| 1M High / 1M Low: |
1.360 |
0.240 |
| 6M High / 6M Low: |
1.360 |
0.085 |
| High (YTD): |
2024-05-23 |
1.360 |
| Low (YTD): |
2024-04-22 |
0.085 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.694 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.722 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.361 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
335.81% |
| Volatility 6M: |
|
411.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
