BVT Call 94 SWKS 21.06.2024
/ DE000VM368H6
BVT Call 94 SWKS 21.06.2024/ DE000VM368H6 /
| 6/18/2024 8:43:57 AM |
Chg.- |
Bid8:03:13 AM |
Ask8:03:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.18EUR |
- |
1.21
Bid Size: 5,000 |
1.33
Ask Size: 5,000 |
Skyworks Solutions I... |
94.00 USD |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
10/19/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
1.12 |
| Historic volatility: |
0.29 |
| Parity: |
1.15 |
| Time value: |
0.05 |
| Break-even: |
99.52 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.96 |
| Spread abs.: |
0.01 |
| Spread %: |
0.84% |
| Delta: |
0.90 |
| Theta: |
-0.31 |
| Omega: |
7.39 |
| Rho: |
0.01 |
Quote data
| Open: |
1.18 |
| High: |
1.18 |
| Low: |
1.18 |
| Previous Close: |
1.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+280.65% |
| 1 Month |
|
|
+353.85% |
| 3 Months |
|
|
-2.48% |
| YTD |
|
|
-46.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.22 |
0.31 |
| 1M High / 1M Low: |
1.22 |
0.08 |
| 6M High / 6M Low: |
2.24 |
0.08 |
| High (YTD): |
1/23/2024 |
1.86 |
| Low (YTD): |
6/10/2024 |
0.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,031.09% |
| Volatility 6M: |
|
468.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
