BVT Call 88 SWKS 21.06.2024
/ DE000VM4M7U0
BVT Call 88 SWKS 21.06.2024/ DE000VM4M7U0 /
| 2024-06-04 8:57:08 AM |
Chg.-0.120 |
Bid8:12:17 PM |
Ask8:12:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-22.22% |
0.320
Bid Size: 50,000 |
0.330
Ask Size: 50,000 |
Skyworks Solutions I... |
88.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM4M7U |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
0.31 |
| Time value: |
0.14 |
| Break-even: |
85.18 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
0.71 |
| Theta: |
-0.07 |
| Omega: |
13.17 |
| Rho: |
0.03 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.65% |
| 1 Month |
|
|
-22.22% |
| 3 Months |
|
|
-77.78% |
| YTD |
|
|
-84.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.320 |
| 1M High / 1M Low: |
0.690 |
0.320 |
| 6M High / 6M Low: |
2.690 |
0.320 |
| High (YTD): |
2024-01-23 |
2.300 |
| Low (YTD): |
2024-05-30 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.434 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.554 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.626 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
297.01% |
| Volatility 6M: |
|
195.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
