BVT Call 95 SWKS 21.06.2024
/ DE000VD0LEV4
BVT Call 95 SWKS 21.06.2024/ DE000VD0LEV4 /
| 2024-06-19 1:50:58 PM |
Chg.-0.080 |
Bid3:50:35 PM |
Ask3:50:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
-6.90% |
1.060
Bid Size: 10,000 |
1.110
Ask Size: 10,000 |
Skyworks Solutions I... |
95.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VD0LEV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
1.29 |
| Historic volatility: |
0.29 |
| Parity: |
1.07 |
| Time value: |
0.05 |
| Break-even: |
99.66 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
1.64 |
| Spread abs.: |
0.01 |
| Spread %: |
0.90% |
| Delta: |
0.89 |
| Theta: |
-0.45 |
| Omega: |
7.90 |
| Rho: |
0.00 |
Quote data
| Open: |
1.120 |
| High: |
1.120 |
| Low: |
1.080 |
| Previous Close: |
1.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.00% |
| 1 Month |
|
|
+562.58% |
| 3 Months |
|
|
-10.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
0.750 |
| 1M High / 1M Low: |
1.160 |
0.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.326 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,214.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
