BVT Call 600 SNPS/ DE000VM5CH18 /
| 2024-06-21 7:43:36 PM | Chg.-0.010 | Bid7:43:36 PM | Ask7:43:36 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.090EUR | -10.00% | - Bid Size: - |
- Ask Size: - |
Synopsys Inc | 600.00 USD | 2024-06-21 | Call |
Master data
| WKN: | VM5CH1 |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | Synopsys Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 600.00 USD |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-11-14 |
| Last trading day: | 2024-06-21 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 24.67 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.19 |
|---|---|
| Intrinsic value: | 0.19 |
| Implied volatility: | 0.97 |
| Historic volatility: | 0.25 |
| Parity: | 0.19 |
| Time value: | 0.05 |
| Break-even: | 581.69 |
| Moneyness: | 1.03 |
| Premium: | 0.01 |
| Premium p.a.: | 16.04 |
| Spread abs.: | 0.02 |
| Spread %: | 10.90% |
| Delta: | 0.75 |
| Theta: | -4.69 |
| Omega: | 18.55 |
| Rho: | 0.01 |
Quote data
| Open: | 0.092 |
|---|---|
| High: | 0.092 |
| Low: | 0.090 |
| Previous Close: | 0.100 |
| Turnover: | 0.000 |
| Market phase: | PRE CALL |
All quotes in EUR
Performance
| 1 Week | +87.50% | ||
|---|---|---|---|
| 1 Month | -40.40% | ||
| 3 Months | -81.63% | ||
| YTD | -44.44% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.211 | 0.048 |
|---|---|---|
| 1M High / 1M Low: | 0.211 | 0.024 |
| 6M High / 6M Low: | 0.490 | 0.024 |
| High (YTD): | 2024-03-21 | 0.490 |
| Low (YTD): | 2024-05-31 | 0.024 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.138 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.092 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.207 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 1,011.11% | |
| Volatility 6M: | 491.13% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
