BVT Call 200 AMAT 17.05.2024
/ DE000VD12TF9
BVT Call 200 AMAT 17.05.2024/ DE000VD12TF9 /
| 2024-04-30 8:02:30 PM |
Chg.-0.170 |
Bid10:29:49 AM |
Ask10:29:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-15.74% |
0.670
Bid Size: 9,000 |
0.690
Ask Size: 9,000 |
Applied Materials In... |
200.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
VD12TF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-13 |
| Last trading day: |
2024-05-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.31 |
| Parity: |
-0.56 |
| Time value: |
0.80 |
| Break-even: |
194.62 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
4.83 |
| Spread abs.: |
0.01 |
| Spread %: |
1.27% |
| Delta: |
0.45 |
| Theta: |
-0.35 |
| Omega: |
10.13 |
| Rho: |
0.03 |
Quote data
| Open: |
1.150 |
| High: |
1.150 |
| Low: |
0.910 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.39% |
| 1 Month |
|
|
-34.53% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.720 |
| 1M High / 1M Low: |
1.730 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.940 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.200 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
