BVT Call 96 SWKS 21.06.2024
/ DE000VM347F4
BVT Call 96 SWKS 21.06.2024/ DE000VM347F4 /
| 2024-06-19 10:35:08 AM |
Chg.0.000 |
Bid11:29:50 AM |
Ask11:29:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
0.00% |
1.030
Bid Size: 7,000 |
1.170
Ask Size: 7,000 |
Skyworks Solutions I... |
96.00 USD |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
1.23 |
| Historic volatility: |
0.29 |
| Parity: |
0.97 |
| Time value: |
0.06 |
| Break-even: |
99.70 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
1.79 |
| Spread abs.: |
0.01 |
| Spread %: |
0.98% |
| Delta: |
0.88 |
| Theta: |
-0.45 |
| Omega: |
8.49 |
| Rho: |
0.00 |
Quote data
| Open: |
1.030 |
| High: |
1.030 |
| Low: |
1.030 |
| Previous Close: |
1.030 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.06% |
| 1 Month |
|
|
+711.02% |
| 3 Months |
|
|
-8.85% |
| YTD |
|
|
-49.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.660 |
| 1M High / 1M Low: |
1.030 |
0.045 |
| 6M High / 6M Low: |
2.110 |
0.045 |
| High (YTD): |
2024-01-02 |
1.800 |
| Low (YTD): |
2024-06-07 |
0.045 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.908 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.281 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.000 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,469.86% |
| Volatility 6M: |
|
638.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
