BVT Call 210 AMAT 17.05.2024
/ DE000VD1KA26
BVT Call 210 AMAT 17.05.2024/ DE000VD1KA26 /
| 2024-05-02 9:53:01 AM |
Chg.-0.320 |
Bid1:37:20 PM |
Ask1:37:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-47.76% |
0.400
Bid Size: 9,000 |
0.420
Ask Size: 9,000 |
Applied Materials In... |
210.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
VD1KA2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-06 |
| Last trading day: |
2024-05-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
40.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.31 |
| Parity: |
-1.49 |
| Time value: |
0.45 |
| Break-even: |
200.45 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
10.97 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
0.31 |
| Theta: |
-0.29 |
| Omega: |
12.35 |
| Rho: |
0.02 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.78% |
| 1 Month |
|
|
-69.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.360 |
| 1M High / 1M Low: |
1.280 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.528 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.803 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
364.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
