BVT Call 29 INTC 07.06.2024
/ DE000VD5XCD0
BVT Call 29 INTC 07.06.2024/ DE000VD5XCD0 /
| 2024-05-31 8:03:19 PM |
Chg.-0.200 |
Bid8:14:13 AM |
Ask8:14:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.320EUR |
-13.16% |
2.020
Bid Size: 5,000 |
2.080
Ask Size: 5,000 |
Intel Corporation |
29.00 USD |
2024-06-07 |
Call |
Master data
| WKN: |
VD5XCD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Intel Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
29.00 USD |
| Maturity: |
2024-06-07 |
| Issue date: |
2024-05-10 |
| Last trading day: |
2024-06-07 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.77 |
| Intrinsic value: |
1.71 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.35 |
| Parity: |
1.71 |
| Time value: |
0.20 |
| Break-even: |
28.64 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
0.53% |
| Delta: |
0.83 |
| Theta: |
-0.04 |
| Omega: |
12.31 |
| Rho: |
0.00 |
Quote data
| Open: |
1.290 |
| High: |
1.320 |
| Low: |
1.270 |
| Previous Close: |
1.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.050 |
1.320 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.686 |
| 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: |
|
- |
