BVT Call 200 QCOM 07.06.2024
/ DE000VD556H7
BVT Call 200 QCOM 07.06.2024/ DE000VD556H7 /
| 2024-05-31 8:41:45 AM |
Chg.- |
Bid8:10:46 AM |
Ask8:10:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
- |
0.700
Bid Size: 500 |
0.760
Ask Size: 500 |
QUALCOMM Inc |
200.00 USD |
2024-06-07 |
Call |
Master data
| WKN: |
VD556H |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
QUALCOMM Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-06-07 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2024-06-07 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.28 |
| Parity: |
0.37 |
| Time value: |
0.23 |
| Break-even: |
190.36 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
1.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.69% |
| Delta: |
0.67 |
| Theta: |
-0.30 |
| Omega: |
20.92 |
| Rho: |
0.02 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.91% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.520 |
0.530 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
