BVT Call 175 AMAT 21.06.2024
/ DE000VU9BEZ6
BVT Call 175 AMAT 21.06.2024/ DE000VU9BEZ6 /
| 2024-05-21 8:27:58 AM |
Chg.+0.65 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.23EUR |
+18.16% |
-
Bid Size: - |
-
Ask Size: - |
Applied Materials In... |
175.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9BEZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 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: |
4.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.19 |
| Intrinsic value: |
4.14 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.31 |
| Parity: |
4.14 |
| Time value: |
0.15 |
| Break-even: |
204.04 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.47% |
| Delta: |
0.93 |
| Theta: |
-0.08 |
| Omega: |
4.41 |
| Rho: |
0.12 |
Quote data
| Open: |
4.23 |
| High: |
4.23 |
| Low: |
4.23 |
| Previous Close: |
3.58 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.02% |
| 1 Month |
|
|
+87.17% |
| 3 Months |
|
|
+78.48% |
| YTD |
|
|
+295.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.06 |
3.18 |
| 1M High / 1M Low: |
4.06 |
2.03 |
| 6M High / 6M Low: |
4.07 |
0.54 |
| High (YTD): |
2024-03-08 |
4.07 |
| Low (YTD): |
2024-01-10 |
0.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.43% |
| Volatility 6M: |
|
229.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
