BVT Call 110 QCOM 21.06.2024
/ DE000VU88TU2
BVT Call 110 QCOM 21.06.2024/ DE000VU88TU2 /
| 2024-06-03 8:54:41 AM |
Chg.+0.020 |
Bid9:24:04 AM |
Ask9:24:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+2.35% |
0.890
Bid Size: 65,000 |
0.900
Ask Size: 65,000 |
QUALCOMM Inc |
110.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU88TU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
QUALCOMM Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-03 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
1.11 |
| Historic volatility: |
0.28 |
| Parity: |
0.87 |
| Time value: |
0.00 |
| Break-even: |
188.40 |
| Moneyness: |
1.86 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
1.16% |
| Delta: |
0.99 |
| Theta: |
-0.03 |
| Omega: |
2.15 |
| Rho: |
0.05 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.45% |
| 1 Month |
|
|
+33.85% |
| 3 Months |
|
|
+74.00% |
| YTD |
|
|
+148.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.850 |
| 1M High / 1M Low: |
0.960 |
0.640 |
| 6M High / 6M Low: |
0.960 |
0.227 |
| High (YTD): |
2024-05-28 |
0.960 |
| Low (YTD): |
2024-01-05 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.914 |
| Avg. volume 1W: |
|
1,200 |
| Avg. price 1M: |
|
0.777 |
| Avg. volume 1M: |
|
1,231.905 |
| Avg. price 6M: |
|
0.486 |
| Avg. volume 6M: |
|
31,394.339 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.62% |
| Volatility 6M: |
|
93.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
