BVT Call 1320 AVGO 24.05.2024
/ DE000VD47537
BVT Call 1320 AVGO 24.05.2024/ DE000VD47537 /
| 5/23/2024 9:46:23 AM |
Chg.+2.04 |
Bid8:57:24 PM |
Ask8:57:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.50EUR |
+27.35% |
5.74
Bid Size: 10,000 |
5.81
Ask Size: 10,000 |
Broadcom Inc |
1,320.00 USD |
5/24/2024 |
Call |
Master data
| WKN: |
VD4753 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Broadcom Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,320.00 USD |
| Maturity: |
5/24/2024 |
| Issue date: |
4/30/2024 |
| Last trading day: |
5/24/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.69 |
| Intrinsic value: |
6.67 |
| Implied volatility: |
1.07 |
| Historic volatility: |
0.33 |
| Parity: |
6.67 |
| Time value: |
0.66 |
| Break-even: |
1,292.68 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
5.42 |
| Spread abs.: |
0.12 |
| Spread %: |
1.66% |
| Delta: |
0.84 |
| Theta: |
-9.04 |
| Omega: |
14.67 |
| Rho: |
0.03 |
Quote data
| Open: |
9.50 |
| High: |
9.50 |
| Low: |
9.50 |
| Previous Close: |
7.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.41% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.23 |
7.46 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.05 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |
