BVT Call 90 SWKS 21.06.2024
/ DE000VM4KGV2
BVT Call 90 SWKS 21.06.2024/ DE000VM4KGV2 /
2024-06-14 7:42:18 PM |
Chg.-0.100 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.440EUR |
-6.49% |
- Bid Size: - |
- Ask Size: - |
Skyworks Solutions I... |
90.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VM4KGV |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Skyworks Solutions Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-10-25 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.35 |
Intrinsic value: |
1.34 |
Implied volatility: |
0.87 |
Historic volatility: |
0.29 |
Parity: |
1.34 |
Time value: |
0.05 |
Break-even: |
97.97 |
Moneyness: |
1.16 |
Premium: |
0.00 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.01 |
Spread %: |
0.72% |
Delta: |
0.92 |
Theta: |
-0.14 |
Omega: |
6.44 |
Rho: |
0.01 |
Quote data
Open: |
1.560 |
High: |
1.560 |
Low: |
1.410 |
Previous Close: |
1.540 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+453.85% |
1 Month |
|
|
+182.35% |
3 Months |
|
|
-12.20% |
YTD |
|
|
-41.94% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.540 |
0.460 |
1M High / 1M Low: |
1.540 |
0.204 |
6M High / 6M Low: |
2.550 |
0.204 |
High (YTD): |
2024-01-02 |
2.230 |
Low (YTD): |
2024-06-04 |
0.204 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.040 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.514 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.405 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
608.93% |
Volatility 6M: |
|
307.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |