BVT Call 1360 AVGO 31.05.2024
/ DE000VD5NSV9
BVT Call 1360 AVGO 31.05.2024/ DE000VD5NSV9 /
| 2024-05-28 8:03:55 PM |
Chg.-1.470 |
Bid10:16:08 AM |
Ask10:16:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.540EUR |
-24.46% |
4.510
Bid Size: 2,000 |
4.840
Ask Size: 2,000 |
Broadcom Inc |
1,360.00 USD |
2024-05-31 |
Call |
Master data
| WKN: |
VD5NSV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Broadcom Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,360.00 USD |
| Maturity: |
2024-05-31 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2024-05-31 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.92 |
| Intrinsic value: |
4.83 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.31 |
| Parity: |
4.83 |
| Time value: |
0.69 |
| Break-even: |
1,308.52 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
1.61 |
| Spread abs.: |
0.12 |
| Spread %: |
2.22% |
| Delta: |
0.80 |
| Theta: |
-4.21 |
| Omega: |
18.96 |
| Rho: |
0.05 |
Quote data
| Open: |
6.260 |
| High: |
6.260 |
| Low: |
4.540 |
| Previous Close: |
6.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.58% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.010 |
3.990 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.934 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |
