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BVT Call 195 TXN 21.06.2024/  DE000VU9LJX9  /

Frankfurt Zert./VONT
2024-06-14  4:53:29 PM Chg.-0.205 Bid6:38:30 PM Ask6:38:30 PM Underlying Strike price Expiration date Option type
0.185EUR -52.56% 0.203
Bid Size: 46,000		 0.213
Ask Size: 46,000		 Texas Instruments In... 195.00 USD 2024-06-21 Call
 

Master data

WKN: VU9LJX
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Texas Instruments Incorporated
Type: Warrant
Option type: Call
Strike price: 195.00 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: 52.23
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.12
Implied volatility: 0.28
Historic volatility: 0.22
Parity: 0.12
Time value: 0.23
Break-even: 185.11
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.92
Spread abs.: 0.01
Spread %: 2.94%
Delta: 0.58
Theta: -0.21
Omega: 30.41
Rho: 0.02
 

Quote data

Open: 0.260
High: 0.260
Low: 0.185
Previous Close: 0.390
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -57.95%
1 Month
  -45.59%
3 Months
  -22.92%
YTD
  -53.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.390
1M High / 1M Low: 0.940 0.310
6M High / 6M Low: 0.940 0.064
High (YTD): 2024-05-22 0.940
Low (YTD): 2024-04-22 0.064
52W High: - -
52W Low: - -
Avg. price 1W:   0.454
Avg. volume 1W:   0.000
Avg. price 1M:   0.519
Avg. volume 1M:   0.000
Avg. price 6M:   0.263
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   438.21%
Volatility 6M:   368.03%
Volatility 1Y:   -
Volatility 3Y:   -