BVT Call 190 QCOM 07.06.2024
/ DE000VD51SU8
BVT Call 190 QCOM 07.06.2024/ DE000VD51SU8 /
| 2024-06-03 10:13:18 AM |
Chg.+0.630 |
Bid11:04:19 AM |
Ask11:04:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.760EUR |
+55.75% |
1.740
Bid Size: 7,000 |
1.770
Ask Size: 7,000 |
QUALCOMM Inc |
190.00 USD |
2024-06-07 |
Call |
Master data
| WKN: |
VD51SU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
QUALCOMM Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
2024-06-07 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2024-06-07 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.28 |
| Parity: |
1.29 |
| Time value: |
0.12 |
| Break-even: |
189.17 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.01 |
| Spread %: |
0.71% |
| Delta: |
0.85 |
| Theta: |
-0.41 |
| Omega: |
11.33 |
| Rho: |
0.02 |
Quote data
| Open: |
1.760 |
| High: |
1.760 |
| Low: |
1.760 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.08% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.400 |
1.130 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.834 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
