BVT Call 33 INTC 14.06.2024
/ DE000VD5NQ62
BVT Call 33 INTC 14.06.2024/ DE000VD5NQ62 /
| 2024-06-03 10:21:34 AM |
Chg.+0.090 |
Bid11:26:12 AM |
Ask11:26:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.233EUR |
+62.94% |
0.240
Bid Size: 15,000 |
0.250
Ask Size: 15,000 |
Intel Corporation |
33.00 USD |
2024-06-14 |
Call |
Master data
| WKN: |
VD5NQ6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Intel Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
33.00 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: |
120.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.35 |
| Parity: |
-1.98 |
| Time value: |
0.24 |
| Break-even: |
30.64 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
11.09 |
| Spread abs.: |
0.01 |
| Spread %: |
4.42% |
| Delta: |
0.20 |
| Theta: |
-0.03 |
| Omega: |
24.36 |
| Rho: |
0.00 |
Quote data
| Open: |
0.233 |
| High: |
0.233 |
| Low: |
0.233 |
| Previous Close: |
0.143 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.33% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.143 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.236 |
| 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: |
|
- |
