BVT Call 96 SWKS 21.06.2024
/ DE000VM347F4
BVT Call 96 SWKS 21.06.2024/ DE000VM347F4 /
| 6/6/2024 8:07:08 PM |
Chg.+0.008 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
+12.90% |
-
Bid Size: - |
-
Ask Size: - |
Skyworks Solutions I... |
96.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM347F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
10/18/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
89.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.28 |
| Parity: |
-0.34 |
| Time value: |
0.10 |
| Break-even: |
89.23 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
2.39 |
| Spread abs.: |
0.01 |
| Spread %: |
11.76% |
| Delta: |
0.29 |
| Theta: |
-0.06 |
| Omega: |
25.72 |
| Rho: |
0.01 |
Quote data
| Open: |
0.079 |
| High: |
0.079 |
| Low: |
0.069 |
| Previous Close: |
0.062 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.39% |
| 1 Month |
|
|
-62.96% |
| 3 Months |
|
|
-94.62% |
| YTD |
|
|
-96.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.079 |
0.045 |
| 1M High / 1M Low: |
0.206 |
0.045 |
| 6M High / 6M Low: |
2.110 |
0.045 |
| High (YTD): |
1/2/2024 |
1.800 |
| Low (YTD): |
6/4/2024 |
0.045 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.065 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.131 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.079 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
392.16% |
| Volatility 6M: |
|
261.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
