BVT Call 1440 AVGO 24.05.2024
/ DE000VD477B9
BVT Call 1440 AVGO 24.05.2024/ DE000VD477B9 /
| 2024-05-23 4:50:23 PM |
Chg.-0.900 |
Bid6:47:51 PM |
Ask6:47:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-72.58% |
0.380
Bid Size: 18,000 |
0.450
Ask Size: 18,000 |
Broadcom Inc |
1,440.00 USD |
2024-05-24 |
Call |
Master data
| WKN: |
VD477B |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Broadcom Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,440.00 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: |
92.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.14 |
| Historic volatility: |
0.33 |
| Parity: |
-4.41 |
| Time value: |
1.39 |
| Break-even: |
1,344.14 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.07 |
| Spread %: |
5.30% |
| Delta: |
0.30 |
| Theta: |
-13.28 |
| Omega: |
27.42 |
| Rho: |
0.01 |
Quote data
| Open: |
2.210 |
| High: |
2.210 |
| Low: |
0.340 |
| Previous Close: |
1.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-89.57% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.260 |
1.240 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.832 |
| 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: |
|
- |
