BVT Call 1440 AVGO 31.05.2024
/ DE000VD5RN53
BVT Call 1440 AVGO 31.05.2024/ DE000VD5RN53 /
| 2024-05-28 11:02:59 AM |
Chg.- |
Bid9:06:55 AM |
Ask9:06:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.60EUR |
- |
1.01
Bid Size: 3,000 |
1.10
Ask Size: 3,000 |
Broadcom Inc |
1,440.00 USD |
2024-05-31 |
Call |
Master data
| WKN: |
VD5RN5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Broadcom Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,440.00 USD |
| Maturity: |
2024-05-31 |
| Issue date: |
2024-05-08 |
| Last trading day: |
2024-05-31 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
81.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.31 |
| Parity: |
-2.96 |
| Time value: |
1.60 |
| Break-even: |
1,341.80 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
66.19 |
| Spread abs.: |
0.27 |
| Spread %: |
20.30% |
| Delta: |
0.35 |
| Theta: |
-4.37 |
| Omega: |
28.35 |
| Rho: |
0.04 |
Quote data
| Open: |
1.41 |
| High: |
1.60 |
| Low: |
1.41 |
| Previous Close: |
0.85 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.57% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.59 |
0.85 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.54 |
| 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: |
|
- |
