BVT Call 175 TXN 21.06.2024
/ DE000VU9LJP5
BVT Call 175 TXN 21.06.2024/ DE000VU9LJP5 /
| 2024-05-31 7:40:19 PM |
Chg.-0.190 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.750EUR |
-9.79% |
-
Bid Size: - |
-
Ask Size: - |
Texas Instruments In... |
175.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9LJP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Texas Instruments Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.22 |
| Parity: |
1.84 |
| Time value: |
0.12 |
| Break-even: |
180.91 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.51% |
| Delta: |
0.90 |
| Theta: |
-0.09 |
| Omega: |
8.23 |
| Rho: |
0.08 |
Quote data
| Open: |
1.940 |
| High: |
1.940 |
| Low: |
1.750 |
| Previous Close: |
1.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.24% |
| 1 Month |
|
|
+127.27% |
| 3 Months |
|
|
+116.05% |
| YTD |
|
|
+66.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.450 |
1.750 |
| 1M High / 1M Low: |
2.670 |
0.600 |
| 6M High / 6M Low: |
2.670 |
0.330 |
| High (YTD): |
2024-05-22 |
2.670 |
| Low (YTD): |
2024-04-19 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.118 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.743 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.862 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.36% |
| Volatility 6M: |
|
265.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
