BVT Call 160 AMAT 20.12.2024
/ DE000VU9G9G1
BVT Call 160 AMAT 20.12.2024/ DE000VU9G9G1 /
| 2024-05-21 8:47:28 AM |
Chg.+0.05 |
Bid7:01:41 PM |
Ask7:01:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.53EUR |
+3.38% |
1.53
Bid Size: 30,000 |
1.54
Ask Size: 30,000 |
Applied Materials In... |
160.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VU9G9G |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-06 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
13.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.97 |
| Intrinsic value: |
5.52 |
| Implied volatility: |
- |
| Historic volatility: |
0.31 |
| Parity: |
5.52 |
| Time value: |
-3.97 |
| Break-even: |
162.82 |
| Moneyness: |
1.37 |
| Premium: |
-0.20 |
| Premium p.a.: |
-0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
0.65% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.53 |
| High: |
1.53 |
| Low: |
1.53 |
| Previous Close: |
1.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.75% |
| 1 Month |
|
|
+20.47% |
| 3 Months |
|
|
+23.39% |
| YTD |
|
|
+62.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.42 |
| 1M High / 1M Low: |
1.50 |
1.24 |
| 6M High / 6M Low: |
1.50 |
0.69 |
| High (YTD): |
2024-05-16 |
1.50 |
| Low (YTD): |
2024-01-05 |
0.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.63% |
| Volatility 6M: |
|
72.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
