BVT Call 200 AMAT 17.05.2024
/ DE000VD12TF9
BVT Call 200 AMAT 17.05.2024/ DE000VD12TF9 /
| 16/05/2024 09:45:42 |
Chg.+0.57 |
Bid22:00:04 |
Ask22:00:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.76EUR |
+47.90% |
-
Bid Size: - |
-
Ask Size: - |
Applied Materials In... |
- USD |
17/05/2024 |
Call |
Master data
| WKN: |
VD12TF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
- USD |
| Maturity: |
17/05/2024 |
| Issue date: |
13/03/2024 |
| Last trading day: |
17/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
1.61 |
| Implied volatility: |
1.68 |
| Historic volatility: |
0.31 |
| Parity: |
1.61 |
| Time value: |
0.15 |
| Break-even: |
201.28 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
15.41 |
| Spread abs.: |
0.02 |
| Spread %: |
1.15% |
| Delta: |
0.84 |
| Theta: |
-2.13 |
| Omega: |
9.55 |
| Rho: |
0.00 |
Quote data
| Open: |
1.76 |
| High: |
1.76 |
| Low: |
1.76 |
| Previous Close: |
1.19 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.00% |
| 1 Month |
|
|
+28.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.22 |
0.98 |
| 1M High / 1M Low: |
1.43 |
0.46 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
393.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
