BVT Call 260 CDNS 21.06.2024
/ DE000VM6FT02
BVT Call 260 CDNS 21.06.2024/ DE000VM6FT02 /
| 2024-06-10 8:44:04 AM |
Chg.-0.13 |
Bid10:37:58 AM |
Ask10:37:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.28EUR |
-3.81% |
3.27
Bid Size: 4,000 |
3.41
Ask Size: 4,000 |
Cadence Design Syste... |
260.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM6FT0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.22 |
| Intrinsic value: |
3.19 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.23 |
| Parity: |
3.19 |
| Time value: |
0.11 |
| Break-even: |
274.21 |
| Moneyness: |
1.13 |
| Premium: |
0.00 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.30% |
| Delta: |
0.93 |
| Theta: |
-0.17 |
| Omega: |
7.68 |
| Rho: |
0.07 |
Quote data
| Open: |
3.28 |
| High: |
3.28 |
| Low: |
3.28 |
| Previous Close: |
3.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.64% |
| 1 Month |
|
|
+17.14% |
| 3 Months |
|
|
-47.01% |
| YTD |
|
|
+0.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.48 |
2.54 |
| 1M High / 1M Low: |
3.61 |
2.54 |
| 6M High / 6M Low: |
6.51 |
1.97 |
| High (YTD): |
2024-03-22 |
6.51 |
| Low (YTD): |
2024-01-05 |
1.97 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.86% |
| Volatility 6M: |
|
176.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
