BVT Call 190 AMAT 21.06.2024
/ DE000VM1Y073
BVT Call 190 AMAT 21.06.2024/ DE000VM1Y073 /
| 2024-05-21 9:48:14 AM |
Chg.+0.60 |
Bid6:44:56 PM |
Ask6:44:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.87EUR |
+26.43% |
-
Bid Size: - |
-
Ask Size: - |
Applied Materials In... |
190.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM1Y07 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-04 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.85 |
| Intrinsic value: |
2.76 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.31 |
| Parity: |
2.76 |
| Time value: |
0.18 |
| Break-even: |
204.35 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.68% |
| Delta: |
0.90 |
| Theta: |
-0.09 |
| Omega: |
6.19 |
| Rho: |
0.13 |
Quote data
| Open: |
2.87 |
| High: |
2.87 |
| Low: |
2.87 |
| Previous Close: |
2.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.08% |
| 1 Month |
|
|
+105.00% |
| 3 Months |
|
|
+99.31% |
| YTD |
|
|
+355.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.82 |
2.02 |
| 1M High / 1M Low: |
2.82 |
1.19 |
| 6M High / 6M Low: |
3.01 |
0.28 |
| High (YTD): |
2024-03-08 |
3.01 |
| Low (YTD): |
2024-01-10 |
0.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.26% |
| Volatility 6M: |
|
287.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
