BVT Call 30 INTC 14.06.2024
/ DE000VD5NRH0
BVT Call 30 INTC 14.06.2024/ DE000VD5NRH0 /
| 2024-05-31 8:15:37 AM |
Chg.- |
Bid11:14:52 AM |
Ask11:14:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
- |
1.410
Bid Size: 11,000 |
1.440
Ask Size: 11,000 |
Intel Corporation |
30.00 USD |
2024-06-14 |
Call |
Master data
| WKN: |
VD5NRH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Intel Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 USD |
| Maturity: |
2024-06-14 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2024-06-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.35 |
| Parity: |
0.78 |
| Time value: |
0.58 |
| Break-even: |
29.00 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.01 |
| Spread %: |
0.74% |
| Delta: |
0.66 |
| Theta: |
-0.04 |
| Omega: |
13.72 |
| Rho: |
0.01 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.970 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.10% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.530 |
0.970 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.300 |
| 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: |
|
- |
