BVT Call 170 AMAT 21.06.2024/  DE000VU9BE29  /

EUWAX
2024-05-21  8:27:58 AM Chg.+0.66 Bid3:18:33 PM Ask3:18:33 PM Underlying Strike price Expiration date Option type
4.69EUR +16.38% 4.62
Bid Size: 5,000
4.66
Ask Size: 5,000
Applied Materials In... 170.00 USD 2024-06-21 Call
 

Master data

WKN: VU9BE2
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Applied Materials Inc
Type: Warrant
Option type: Call
Strike price: 170.00 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: 4.26
Leverage: Yes

Calculated values

Fair value: 4.65
Intrinsic value: 4.60
Implied volatility: 0.61
Historic volatility: 0.31
Parity: 4.60
Time value: 0.15
Break-even: 204.03
Moneyness: 1.29
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 0.42%
Delta: 0.94
Theta: -0.08
Omega: 4.01
Rho: 0.12
 

Quote data

Open: 4.69
High: 4.69
Low: 4.69
Previous Close: 4.03
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.92%
1 Month  
+80.38%
3 Months  
+75.00%
YTD  
+269.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.51 3.61
1M High / 1M Low: 4.51 2.37
6M High / 6M Low: 4.51 0.66
High (YTD): 2024-05-16 4.51
Low (YTD): 2024-01-10 0.67
52W High: - -
52W Low: - -
Avg. price 1W:   3.99
Avg. volume 1W:   0.00
Avg. price 1M:   3.44
Avg. volume 1M:   0.00
Avg. price 6M:   2.45
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   173.49%
Volatility 6M:   214.24%
Volatility 1Y:   -
Volatility 3Y:   -