BVT Call 1080 AVGO 10.05.2024
/ DE000VD4P3V3
BVT Call 1080 AVGO 10.05.2024/ DE000VD4P3V3 /
| 2024-05-03 5:05:02 PM |
Chg.+2.910 |
Bid5:38:09 PM |
Ask5:38:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 16.740EUR |
+21.04% |
18.510
Bid Size: 10,000 |
18.570
Ask Size: 10,000 |
Broadcom Inc |
1,080.00 USD |
2024-05-10 |
Call |
Master data
| WKN: |
VD4P3V |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Broadcom Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,080.00 USD |
| Maturity: |
2024-05-10 |
| Issue date: |
2024-04-23 |
| Last trading day: |
2024-05-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.86 |
| Intrinsic value: |
14.78 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.33 |
| Parity: |
14.78 |
| Time value: |
0.20 |
| Break-even: |
1,156.35 |
| Moneyness: |
1.15 |
| Premium: |
0.00 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
0.40% |
| Delta: |
0.97 |
| Theta: |
-0.59 |
| Omega: |
7.44 |
| Rho: |
0.18 |
Quote data
| Open: |
15.600 |
| High: |
16.740 |
| Low: |
15.600 |
| Previous Close: |
13.830 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.09% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
24.650 |
13.830 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
21.288 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
