BVT Call 180 AMAT 21.06.2024
/ DE000VU9BE11
BVT Call 180 AMAT 21.06.2024/ DE000VU9BE11 /
| 2024-05-21 8:27:58 AM |
Chg.+0.65 |
Bid8:04:51 PM |
Ask8:04:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.78EUR |
+20.77% |
3.77
Bid Size: 21,000 |
3.79
Ask Size: 21,000 |
Applied Materials In... |
180.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9BE1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 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: |
5.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.74 |
| Intrinsic value: |
3.68 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.31 |
| Parity: |
3.68 |
| Time value: |
0.16 |
| Break-even: |
204.14 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.52% |
| Delta: |
0.92 |
| Theta: |
-0.08 |
| Omega: |
4.88 |
| Rho: |
0.13 |
Quote data
| Open: |
3.78 |
| High: |
3.78 |
| Low: |
3.78 |
| Previous Close: |
3.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.46% |
| 1 Month |
|
|
+89.00% |
| 3 Months |
|
|
+89.95% |
| YTD |
|
|
+315.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.62 |
2.77 |
| 1M High / 1M Low: |
3.62 |
1.71 |
| 6M High / 6M Low: |
3.71 |
0.44 |
| High (YTD): |
2024-03-08 |
3.71 |
| Low (YTD): |
2024-01-10 |
0.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.07% |
| Volatility 6M: |
|
248.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
