BVT Call 1360 AVGO 24.05.2024
/ DE000VD475Y5
BVT Call 1360 AVGO 24.05.2024/ DE000VD475Y5 /
| 2024-05-23 9:46:23 AM |
Chg.+1.74 |
Bid9:09:15 PM |
Ask9:09:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.20EUR |
+39.01% |
2.62
Bid Size: 12,000 |
2.72
Ask Size: 12,000 |
Broadcom Inc |
1,360.00 USD |
2024-05-24 |
Call |
Master data
| WKN: |
VD475Y |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Broadcom Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,360.00 USD |
| Maturity: |
2024-05-24 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2024-05-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.08 |
| Intrinsic value: |
2.98 |
| Implied volatility: |
1.04 |
| Historic volatility: |
0.33 |
| Parity: |
2.98 |
| Time value: |
1.52 |
| Break-even: |
1,301.33 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
72.21 |
| Spread abs.: |
0.10 |
| Spread %: |
2.27% |
| Delta: |
0.68 |
| Theta: |
-12.59 |
| Omega: |
19.37 |
| Rho: |
0.02 |
Quote data
| Open: |
6.20 |
| High: |
6.20 |
| Low: |
6.20 |
| Previous Close: |
4.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.36% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.09 |
4.46 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.94 |
| 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: |
|
- |
