BVT Call 94 SWKS 21.06.2024/  DE000VM368H6  /

EUWAX
2024-06-14  8:44:04 AM Chg.+0.18 Bid10:00:04 PM Ask10:00:04 PM Underlying Strike price Expiration date Option type
1.22EUR +17.31% -
Bid Size: -
-
Ask Size: -
Skyworks Solutions I... 94.00 USD 2024-06-21 Call
 

Master data

WKN: VM368H
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Call
Strike price: 94.00 USD
Maturity: 2024-06-21
Issue date: 2023-10-19
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.56
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.97
Implied volatility: 0.69
Historic volatility: 0.29
Parity: 0.97
Time value: 0.05
Break-even: 98.01
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 0.99%
Delta: 0.89
Theta: -0.14
Omega: 8.53
Rho: 0.01
 

Quote data

Open: 1.22
High: 1.22
Low: 1.22
Previous Close: 1.04
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+916.67%
1 Month  
+320.69%
3 Months
  -12.23%
YTD
  -44.80%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.22 0.08
1M High / 1M Low: 1.22 0.08
6M High / 6M Low: 2.24 0.08
High (YTD): 2024-01-23 1.86
Low (YTD): 2024-06-10 0.08
52W High: - -
52W Low: - -
Avg. price 1W:   0.56
Avg. volume 1W:   0.00
Avg. price 1M:   0.26
Avg. volume 1M:   0.00
Avg. price 6M:   1.12
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,017.02%
Volatility 6M:   468.02%
Volatility 1Y:   -
Volatility 3Y:   -