BVT Call 34 INTC 14.06.2024
/ DE000VD5NRK4
BVT Call 34 INTC 14.06.2024/ DE000VD5NRK4 /
| 2024-06-03 8:15:23 AM |
Chg.+0.026 |
Bid1:20:36 PM |
Ask1:20:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.147EUR |
+21.49% |
0.150
Bid Size: 15,000 |
0.160
Ask Size: 15,000 |
Intel Corporation |
34.00 USD |
2024-06-14 |
Call |
Master data
| WKN: |
VD5NRK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Intel Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 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: |
192.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.35 |
| Parity: |
-2.90 |
| Time value: |
0.15 |
| Break-even: |
31.48 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
28.44 |
| Spread abs.: |
0.01 |
| Spread %: |
7.25% |
| Delta: |
0.13 |
| Theta: |
-0.02 |
| Omega: |
25.06 |
| Rho: |
0.00 |
Quote data
| Open: |
0.147 |
| High: |
0.147 |
| Low: |
0.147 |
| Previous Close: |
0.121 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.224 |
0.121 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.181 |
| 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: |
|
- |
