BVT Call 90 SWKS 21.06.2024
/ DE000VM4KGV2
BVT Call 90 SWKS 21.06.2024/ DE000VM4KGV2 /
| 2024-06-19 8:37:28 AM |
Chg.+0.02 |
Bid5:29:53 PM |
Ask5:29:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.58EUR |
+1.28% |
-
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: |
6.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
1.68 |
| Historic volatility: |
0.29 |
| Parity: |
1.53 |
| Time value: |
0.05 |
| Break-even: |
99.61 |
| Moneyness: |
1.18 |
| Premium: |
0.00 |
| Premium p.a.: |
1.38 |
| Spread abs.: |
0.01 |
| Spread %: |
0.64% |
| Delta: |
0.92 |
| Theta: |
-0.46 |
| Omega: |
5.78 |
| Rho: |
0.00 |
Quote data
| Open: |
1.58 |
| High: |
1.58 |
| Low: |
1.58 |
| Previous Close: |
1.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+146.88% |
| 1 Month |
|
|
+203.85% |
| 3 Months |
|
|
+6.04% |
| YTD |
|
|
-37.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.59 |
0.64 |
| 1M High / 1M Low: |
1.59 |
0.22 |
| 6M High / 6M Low: |
2.54 |
0.22 |
| High (YTD): |
2024-01-02 |
2.15 |
| Low (YTD): |
2024-05-30 |
0.22 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
581.25% |
| Volatility 6M: |
|
295.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
