BVT Call 94 SWKS 21.06.2024
/ DE000VM368H6
BVT Call 94 SWKS 21.06.2024/ DE000VM368H6 /
| 2024-06-04 8:44:04 AM |
Chg.-0.057 |
Bid10:00:03 PM |
Ask10:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.119EUR |
-32.39% |
-
Bid Size: - |
-
Ask Size: - |
Skyworks Solutions I... |
94.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM368H |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
94.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
60.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.28 |
| Parity: |
-0.24 |
| Time value: |
0.14 |
| Break-even: |
87.56 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
1.57 |
| Spread abs.: |
0.01 |
| Spread %: |
7.81% |
| Delta: |
0.36 |
| Theta: |
-0.07 |
| Omega: |
22.07 |
| Rho: |
0.01 |
Quote data
| Open: |
0.119 |
| High: |
0.119 |
| Low: |
0.119 |
| Previous Close: |
0.176 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.44% |
| 1 Month |
|
|
-50.42% |
| 3 Months |
|
|
-91.74% |
| YTD |
|
|
-94.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.176 |
0.085 |
| 1M High / 1M Low: |
0.290 |
0.085 |
| 6M High / 6M Low: |
2.240 |
0.085 |
| High (YTD): |
2024-01-23 |
1.860 |
| Low (YTD): |
2024-05-30 |
0.085 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.211 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.213 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
459.12% |
| Volatility 6M: |
|
255.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
