BVT Call 145 AMAT 21.06.2024
/ DE000VU9BDX3
BVT Call 145 AMAT 21.06.2024/ DE000VU9BDX3 /
| 2024-05-21 8:27:58 AM |
Chg.+0.67 |
Bid1:31:44 PM |
Ask1:31:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.97EUR |
+10.63% |
7.06
Bid Size: 4,000 |
7.11
Ask Size: 4,000 |
Applied Materials In... |
145.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9BDX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-04 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.94 |
| Intrinsic value: |
6.90 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.31 |
| Parity: |
6.90 |
| Time value: |
0.13 |
| Break-even: |
203.81 |
| Moneyness: |
1.52 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.29% |
| Delta: |
0.96 |
| Theta: |
-0.08 |
| Omega: |
2.77 |
| Rho: |
0.11 |
Quote data
| Open: |
6.97 |
| High: |
6.97 |
| Low: |
6.97 |
| Previous Close: |
6.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.35% |
| 1 Month |
|
|
+50.54% |
| 3 Months |
|
|
+54.55% |
| YTD |
|
|
+168.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.77 |
5.84 |
| 1M High / 1M Low: |
6.77 |
4.39 |
| 6M High / 6M Low: |
6.77 |
1.58 |
| High (YTD): |
2024-05-16 |
6.77 |
| Low (YTD): |
2024-01-05 |
1.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.45% |
| Volatility 6M: |
|
147.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
