BVT Call 1400 AVGO 31.05.2024
/ DE000VD5NSW7
BVT Call 1400 AVGO 31.05.2024/ DE000VD5NSW7 /
| 2024-05-29 8:15:20 AM |
Chg.-0.94 |
Bid9:05:43 AM |
Ask9:05:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.47EUR |
-27.57% |
2.30
Bid Size: 2,000 |
2.53
Ask Size: 2,000 |
Broadcom Inc |
1,400.00 USD |
2024-05-31 |
Call |
Master data
| WKN: |
VD5NSW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Broadcom Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,400.00 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: |
46.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.87 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.31 |
| Parity: |
1.15 |
| Time value: |
1.65 |
| Break-even: |
1,318.18 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
9.00 |
| Spread abs.: |
0.08 |
| Spread %: |
2.94% |
| Delta: |
0.59 |
| Theta: |
-5.36 |
| Omega: |
27.61 |
| Rho: |
0.04 |
Quote data
| Open: |
2.47 |
| High: |
2.47 |
| Low: |
2.47 |
| Previous Close: |
3.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.53% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.34 |
2.09 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.07 |
| 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: |
|
- |
