BVT Call 270 CDNS 21.06.2024
/ DE000VM525P4
BVT Call 270 CDNS 21.06.2024/ DE000VM525P4 /
2024-05-02 8:23:14 AM |
Chg.-0.42 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.57EUR |
-21.11% |
- Bid Size: - |
- Ask Size: - |
Cadence Design Syste... |
270.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VM525P |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Cadence Design Systems Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
270.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-11-29 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.27 |
Intrinsic value: |
0.42 |
Implied volatility: |
0.35 |
Historic volatility: |
0.26 |
Parity: |
0.42 |
Time value: |
1.17 |
Break-even: |
267.83 |
Moneyness: |
1.02 |
Premium: |
0.05 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.01 |
Spread %: |
0.63% |
Delta: |
0.59 |
Theta: |
-0.14 |
Omega: |
9.56 |
Rho: |
0.19 |
Quote data
Open: |
1.57 |
High: |
1.57 |
Low: |
1.57 |
Previous Close: |
1.99 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-66.31% |
3 Months |
|
|
-57.91% |
YTD |
|
|
-41.42% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
2.17 |
1.57 |
1M High / 1M Low: |
4.66 |
1.50 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-03-22 |
5.68 |
Low (YTD): |
2024-04-23 |
1.50 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.88 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.38 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
296.89% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |