BVT Call 250 CDNS/ DE000VM76J17 /
| 2024-06-21 4:44:45 PM | Chg.-0.120 | Bid4:44:45 PM | Ask4:44:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.280EUR | -1.88% | - Bid Size: - |
- Ask Size: - |
Cadence Design Syste... | 250.00 USD | 2024-06-21 | Call |
Master data
| WKN: | VM76J1 |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | Cadence Design Systems Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 USD |
| Maturity: | 2024-06-21 |
| Issue date: | 2024-01-09 |
| Last trading day: | 2024-06-21 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 7.12 |
|---|---|
| Intrinsic value: | 7.12 |
| Implied volatility: | 4.53 |
| Historic volatility: | 0.23 |
| Parity: | 7.12 |
| Time value: | 0.41 |
| Break-even: | 307.92 |
| Moneyness: | 1.31 |
| Premium: | 0.01 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.22 |
| Spread %: | 3.01% |
| Delta: | 0.89 |
| Theta: | -6.65 |
| Omega: | 3.60 |
| Rho: | 0.01 |
Quote data
| Open: | 6.370 |
|---|---|
| High: | 6.370 |
| Low: | 6.280 |
| Previous Close: | 6.400 |
| Turnover: | 0.000 |
| Market phase: | PRE CALL |
All quotes in EUR
Performance
| 1 Week | +10.37% | ||
|---|---|---|---|
| 1 Month | +59.39% | ||
| 3 Months | -15.36% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 7.310 | 5.690 |
|---|---|---|
| 1M High / 1M Low: | 7.310 | 2.990 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 6.636 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.726 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 170.61% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
