BVT Call 270 CDNS 21.06.2024
/ DE000VM525P4
BVT Call 270 CDNS 21.06.2024/ DE000VM525P4 /
| 5/17/2024 8:24:52 AM |
Chg.-0.36 |
Bid12:24:32 PM |
Ask12:24:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.21EUR |
-14.01% |
2.19
Bid Size: 5,000 |
2.31
Ask Size: 5,000 |
Cadence Design Syste... |
270.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM525P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
11/29/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.04 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
1.74 |
| Time value: |
0.45 |
| Break-even: |
270.34 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
0.46% |
| Delta: |
0.78 |
| Theta: |
-0.13 |
| Omega: |
9.44 |
| Rho: |
0.18 |
Quote data
| Open: |
2.21 |
| High: |
2.21 |
| Low: |
2.21 |
| Previous Close: |
2.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.80% |
| 1 Month |
|
|
-41.38% |
| 3 Months |
|
|
-43.33% |
| YTD |
|
|
-17.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.57 |
1.81 |
| 1M High / 1M Low: |
3.77 |
1.50 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
3/22/2024 |
5.68 |
| Low (YTD): |
4/23/2024 |
1.50 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
339.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
