BVT Call 120 AMAT 20.09.2024
/ DE000VM3APF9
BVT Call 120 AMAT 20.09.2024/ DE000VM3APF9 /
| 2024-05-21 8:30:02 AM |
Chg.+0.01 |
Bid11:12:45 AM |
Ask11:12:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.79EUR |
+0.56% |
1.79
Bid Size: 6,000 |
1.80
Ask Size: 6,000 |
Applied Materials In... |
120.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3APF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-04 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
11.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.34 |
| Intrinsic value: |
9.20 |
| Implied volatility: |
- |
| Historic volatility: |
0.31 |
| Parity: |
9.20 |
| Time value: |
-7.40 |
| Break-even: |
128.49 |
| Moneyness: |
1.83 |
| Premium: |
-0.37 |
| Premium p.a.: |
-0.74 |
| Spread abs.: |
0.01 |
| Spread %: |
0.56% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.79 |
| High: |
1.79 |
| Low: |
1.79 |
| Previous Close: |
1.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.13% |
| 1 Month |
|
|
+3.47% |
| 3 Months |
|
|
+7.83% |
| YTD |
|
|
+23.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.78 |
1.77 |
| 1M High / 1M Low: |
1.78 |
1.72 |
| 6M High / 6M Low: |
1.78 |
1.28 |
| High (YTD): |
2024-05-20 |
1.78 |
| Low (YTD): |
2024-01-05 |
1.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
12.44% |
| Volatility 6M: |
|
25.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
