BVT Call 150 TXN 21.06.2024
/ DE000VM386L0
BVT Call 150 TXN 21.06.2024/ DE000VM386L0 /
| 2024-06-07 7:50:30 PM |
Chg.+0.140 |
Bid8:44:55 PM |
Ask8:44:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.410EUR |
+3.28% |
4.280
Bid Size: 2,900 |
4.290
Ask Size: 2,900 |
Texas Instruments In... |
150.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM386L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Texas Instruments Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.26 |
| Intrinsic value: |
4.25 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.21 |
| Parity: |
4.25 |
| Time value: |
0.07 |
| Break-even: |
180.92 |
| Moneyness: |
1.31 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.23% |
| Delta: |
0.96 |
| Theta: |
-0.11 |
| Omega: |
3.99 |
| Rho: |
0.05 |
Quote data
| Open: |
4.330 |
| High: |
4.420 |
| Low: |
4.330 |
| Previous Close: |
4.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.70% |
| 1 Month |
|
|
+37.38% |
| 3 Months |
|
|
+54.74% |
| YTD |
|
|
+72.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.300 |
4.020 |
| 1M High / 1M Low: |
4.930 |
3.150 |
| 6M High / 6M Low: |
4.930 |
1.400 |
| High (YTD): |
2024-05-22 |
4.930 |
| Low (YTD): |
2024-02-13 |
1.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.128 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.143 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.478 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.29% |
| Volatility 6M: |
|
148.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
