BVT Call 165 AMAT 21.06.2024
/ DE000VU9BDK0
BVT Call 165 AMAT 21.06.2024/ DE000VU9BDK0 /
| 2024-05-21 8:27:58 AM |
Chg.+0.66 |
Bid10:56:42 AM |
Ask10:56:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.14EUR |
+14.73% |
5.18
Bid Size: 5,000 |
5.23
Ask Size: 5,000 |
Applied Materials In... |
165.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9BDK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 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: |
3.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.11 |
| Intrinsic value: |
5.06 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.31 |
| Parity: |
5.06 |
| Time value: |
0.14 |
| Break-even: |
203.93 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.39% |
| Delta: |
0.95 |
| Theta: |
-0.08 |
| Omega: |
3.69 |
| Rho: |
0.12 |
Quote data
| Open: |
5.14 |
| High: |
5.14 |
| Low: |
5.14 |
| Previous Close: |
4.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.23% |
| 1 Month |
|
|
+73.06% |
| 3 Months |
|
|
+70.76% |
| YTD |
|
|
+244.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.95 |
4.04 |
| 1M High / 1M Low: |
4.95 |
2.73 |
| 6M High / 6M Low: |
4.95 |
0.79 |
| High (YTD): |
2024-05-16 |
4.95 |
| Low (YTD): |
2024-01-10 |
0.81 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.41% |
| Volatility 6M: |
|
198.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
