BVT Call 96 SWKS 20.12.2024
/ DE000VD4LLT5
BVT Call 96 SWKS 20.12.2024/ DE000VD4LLT5 /
| 2024-06-04 8:59:17 AM |
Chg.-0.080 |
Bid5:27:43 PM |
Ask5:27:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-10.39% |
0.650
Bid Size: 69,000 |
0.660
Ask Size: 69,000 |
Skyworks Solutions I... |
96.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD4LLT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.28 |
| Parity: |
-0.42 |
| Time value: |
0.71 |
| Break-even: |
95.11 |
| Moneyness: |
0.95 |
| Premium: |
0.14 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
1.43% |
| Delta: |
0.50 |
| Theta: |
-0.02 |
| Omega: |
5.92 |
| Rho: |
0.19 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.00% |
| 1 Month |
|
|
-9.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.630 |
| 1M High / 1M Low: |
0.870 |
0.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.704 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.778 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
