BVT Call 100 SWKS 20.09.2024
/ DE000VM8GPA6
BVT Call 100 SWKS 20.09.2024/ DE000VM8GPA6 /
| 2024-05-29 8:53:42 AM |
Chg.-0.030 |
Bid11:13:25 AM |
Ask11:13:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-8.57% |
0.310
Bid Size: 15,000 |
0.330
Ask Size: 15,000 |
Skyworks Solutions I... |
100.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM8GPA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-15 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.28 |
| Parity: |
-0.80 |
| Time value: |
0.35 |
| Break-even: |
95.66 |
| Moneyness: |
0.91 |
| Premium: |
0.14 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.01 |
| Spread %: |
2.94% |
| Delta: |
0.37 |
| Theta: |
-0.03 |
| Omega: |
8.82 |
| Rho: |
0.09 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.51% |
| 1 Month |
|
|
-71.68% |
| 3 Months |
|
|
-70.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.330 |
| 1M High / 1M Low: |
1.340 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.368 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.473 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
302.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
