BVT Call 95 SWKS 21.06.2024
/ DE000VD0LEV4
BVT Call 95 SWKS 21.06.2024/ DE000VD0LEV4 /
| 2024-06-04 10:23:12 AM |
Chg.-0.003 |
Bid11:59:52 AM |
Ask11:59:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.094EUR |
-3.09% |
0.084
Bid Size: 15,000 |
0.094
Ask Size: 15,000 |
Skyworks Solutions I... |
95.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VD0LEV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
74.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.28 |
| Parity: |
-0.33 |
| Time value: |
0.11 |
| Break-even: |
88.22 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
2.02 |
| Spread abs.: |
0.01 |
| Spread %: |
9.80% |
| Delta: |
0.31 |
| Theta: |
-0.06 |
| Omega: |
23.18 |
| Rho: |
0.01 |
Quote data
| Open: |
0.094 |
| High: |
0.094 |
| Low: |
0.094 |
| Previous Close: |
0.097 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.62% |
| 1 Month |
|
|
-62.40% |
| 3 Months |
|
|
-93.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.146 |
0.083 |
| 1M High / 1M Low: |
0.250 |
0.083 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.170 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
335.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
