BVT Call 1280 AVGO 10.05.2024
/ DE000VD4ARV1
BVT Call 1280 AVGO 10.05.2024/ DE000VD4ARV1 /
| 2024-05-06 10:13:58 AM |
Chg.+0.230 |
Bid12:20:07 PM |
Ask12:20:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.670EUR |
+9.43% |
3.040
Bid Size: 3,000 |
3.220
Ask Size: 3,000 |
Broadcom Inc |
1,280.00 USD |
2024-05-10 |
Call |
Master data
| WKN: |
VD4ARV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Broadcom Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,280.00 USD |
| Maturity: |
2024-05-10 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-05-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
44.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.34 |
| Parity: |
-0.18 |
| Time value: |
2.68 |
| Break-even: |
1,216.57 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
7.74 |
| Spread abs.: |
0.06 |
| Spread %: |
2.29% |
| Delta: |
0.50 |
| Theta: |
-3.49 |
| Omega: |
22.35 |
| Rho: |
0.06 |
Quote data
| Open: |
2.670 |
| High: |
2.670 |
| Low: |
2.670 |
| Previous Close: |
2.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-62.81% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
7.180 |
1.190 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.035 |
| Avg. volume 1W: |
|
30 |
| 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: |
|
- |
