BVT Call 92 SWKS 21.06.2024
/ DE000VM4ECF7
BVT Call 92 SWKS 21.06.2024/ DE000VM4ECF7 /
| 2024-05-29 10:13:50 AM |
Chg.-0.097 |
Bid10:54:39 AM |
Ask10:54:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.193EUR |
-33.45% |
0.186
Bid Size: 15,000 |
0.204
Ask Size: 15,000 |
Skyworks Solutions I... |
92.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM4ECF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-24 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
37.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.28 |
| Parity: |
-0.06 |
| Time value: |
0.23 |
| Break-even: |
87.04 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.01 |
| Spread %: |
4.63% |
| Delta: |
0.49 |
| Theta: |
-0.06 |
| Omega: |
18.21 |
| Rho: |
0.02 |
Quote data
| Open: |
0.193 |
| High: |
0.193 |
| Low: |
0.193 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.69% |
| 1 Month |
|
|
-88.09% |
| 3 Months |
|
|
-87.47% |
| YTD |
|
|
-91.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.219 |
| 1M High / 1M Low: |
1.620 |
0.219 |
| 6M High / 6M Low: |
2.400 |
0.219 |
| High (YTD): |
2024-01-02 |
2.080 |
| Low (YTD): |
2024-05-23 |
0.219 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.266 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.448 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.382 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
410.12% |
| Volatility 6M: |
|
211.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
