BVT Call 260 ANET 21.06.2024
/ DE000VM6JMX3
BVT Call 260 ANET 21.06.2024/ DE000VM6JMX3 /
| 2024-05-30 8:03:58 PM |
Chg.-0.470 |
Bid8:19:04 AM |
Ask8:19:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.300EUR |
-9.85% |
4.160
Bid Size: 2,000 |
4.380
Ask Size: 2,000 |
Arista Networks |
260.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM6JMX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Arista Networks |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.13 |
| Intrinsic value: |
4.03 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.39 |
| Parity: |
4.03 |
| Time value: |
0.24 |
| Break-even: |
282.74 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
0.47% |
| Delta: |
0.90 |
| Theta: |
-0.18 |
| Omega: |
5.90 |
| Rho: |
0.12 |
Quote data
| Open: |
4.490 |
| High: |
4.510 |
| Low: |
4.230 |
| Previous Close: |
4.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.13% |
| 1 Month |
|
|
+115.00% |
| 3 Months |
|
|
+27.60% |
| YTD |
|
|
+162.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.770 |
4.300 |
| 1M High / 1M Low: |
6.260 |
1.930 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-15 |
6.260 |
| Low (YTD): |
2024-04-22 |
1.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.594 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.390 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
311.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
