BVT Call 155 AMAT 21.06.2024
/ DE000VU9BDZ8
BVT Call 155 AMAT 21.06.2024/ DE000VU9BDZ8 /
| 2024-05-21 8:27:58 AM |
Chg.+0.67 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.06EUR |
+12.43% |
-
Bid Size: - |
-
Ask Size: - |
Applied Materials In... |
155.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9BDZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 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: |
3.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.03 |
| Intrinsic value: |
5.98 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.31 |
| Parity: |
5.98 |
| Time value: |
0.14 |
| Break-even: |
203.92 |
| Moneyness: |
1.42 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.33% |
| Delta: |
0.95 |
| Theta: |
-0.08 |
| Omega: |
3.16 |
| Rho: |
0.11 |
Quote data
| Open: |
6.06 |
| High: |
6.06 |
| Low: |
6.06 |
| Previous Close: |
5.39 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.67% |
| 1 Month |
|
|
+60.74% |
| 3 Months |
|
|
+62.47% |
| YTD |
|
|
+203.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.86 |
4.94 |
| 1M High / 1M Low: |
5.86 |
3.53 |
| 6M High / 6M Low: |
5.86 |
1.12 |
| High (YTD): |
2024-05-16 |
5.86 |
| Low (YTD): |
2024-01-10 |
1.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.28% |
| Volatility 6M: |
|
172.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
