BVT Call 130 AMAT 21.06.2024
/ DE000VM4M4J0
BVT Call 130 AMAT 21.06.2024/ DE000VM4M4J0 /
| 2024-04-30 8:56:23 AM |
Chg.+0.16 |
Bid10:00:46 PM |
Ask10:00:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.23EUR |
+2.26% |
-
Bid Size: - |
-
Ask Size: - |
Applied Materials In... |
130.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM4M4J |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.50 |
| Intrinsic value: |
6.44 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.31 |
| Parity: |
6.44 |
| Time value: |
0.19 |
| Break-even: |
188.18 |
| Moneyness: |
1.53 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.15% |
| Delta: |
0.95 |
| Theta: |
-0.07 |
| Omega: |
2.67 |
| Rho: |
0.15 |
Quote data
| Open: |
7.23 |
| High: |
7.23 |
| Low: |
7.23 |
| Previous Close: |
7.07 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.13% |
| 1 Month |
|
|
-2.03% |
| 3 Months |
|
|
+86.34% |
| YTD |
|
|
+100.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
7.23 |
6.24 |
| 1M High / 1M Low: |
7.96 |
5.76 |
| 6M High / 6M Low: |
7.96 |
2.02 |
| High (YTD): |
2024-04-12 |
7.96 |
| Low (YTD): |
2024-01-05 |
2.52 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.48% |
| Volatility 6M: |
|
127.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
