BVT Call 96 SWKS 21.06.2024
/ DE000VM347F4
BVT Call 96 SWKS 21.06.2024/ DE000VM347F4 /
| 2024-05-29 8:34:45 AM |
Chg.-0.023 |
Bid11:07:39 AM |
Ask11:07:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.082EUR |
-21.90% |
0.075
Bid Size: 15,000 |
0.085
Ask Size: 15,000 |
Skyworks Solutions I... |
96.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM347F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
82.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.28 |
| Parity: |
-0.43 |
| Time value: |
0.10 |
| Break-even: |
89.49 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
1.64 |
| Spread abs.: |
0.01 |
| Spread %: |
10.87% |
| Delta: |
0.27 |
| Theta: |
-0.05 |
| Omega: |
22.68 |
| Rho: |
0.01 |
Quote data
| Open: |
0.082 |
| High: |
0.082 |
| Low: |
0.082 |
| Previous Close: |
0.105 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.23% |
| 1 Month |
|
|
-92.26% |
| 3 Months |
|
|
-92.04% |
| YTD |
|
|
-96.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.096 |
| 1M High / 1M Low: |
1.290 |
0.096 |
| 6M High / 6M Low: |
2.100 |
0.096 |
| High (YTD): |
2024-01-02 |
1.730 |
| Low (YTD): |
2024-05-24 |
0.096 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.123 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.258 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.123 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
496.96% |
| Volatility 6M: |
|
250.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
