BVT Call 100 SWKS 21.06.2024
/ DE000VM3TE30
BVT Call 100 SWKS 21.06.2024/ DE000VM3TE30 /
| 2024-05-29 8:47:27 AM |
Chg.-0.012 |
Bid12:46:02 PM |
Ask12:46:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.027EUR |
-30.77% |
0.024
Bid Size: 15,000 |
0.034
Ask Size: 15,000 |
Skyworks Solutions I... |
100.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3TE3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
195.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.28 |
| Parity: |
-0.80 |
| Time value: |
0.04 |
| Break-even: |
92.59 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
3.53 |
| Spread abs.: |
0.01 |
| Spread %: |
30.30% |
| Delta: |
0.14 |
| Theta: |
-0.03 |
| Omega: |
26.48 |
| Rho: |
0.01 |
Quote data
| Open: |
0.027 |
| High: |
0.027 |
| Low: |
0.027 |
| Previous Close: |
0.039 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.21% |
| 1 Month |
|
|
-96.58% |
| 3 Months |
|
|
-96.58% |
| YTD |
|
|
-98.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.079 |
0.035 |
| 1M High / 1M Low: |
1.000 |
0.035 |
| 6M High / 6M Low: |
1.820 |
0.035 |
| High (YTD): |
2024-01-02 |
1.460 |
| Low (YTD): |
2024-05-24 |
0.035 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.047 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.152 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.901 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
588.19% |
| Volatility 6M: |
|
292.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
