OverviewChartNewsTraderScreen

BVT Call 280 CDNS 21.06.2024/  DE000VM525S8  /

Frankfurt Zert./VONT
2024-06-06  8:05:52 PM Chg.+0.060 Bid9:48:13 AM Ask9:48:13 AM Underlying Strike price Expiration date Option type
1.710EUR +3.64% 1.690
Bid Size: 5,000		 1.810
Ask Size: 5,000		 Cadence Design Syste... 280.00 USD 2024-06-21 Call
 

Master data

WKN: VM525S
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 280.00 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: 15.40
Leverage: Yes

Calculated values

Fair value: 1.61
Intrinsic value: 1.51
Implied volatility: 0.35
Historic volatility: 0.23
Parity: 1.51
Time value: 0.26
Break-even: 275.20
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 0.57%
Delta: 0.80
Theta: -0.20
Omega: 12.37
Rho: 0.08
 

Quote data

Open: 1.770
High: 1.940
Low: 1.710
Previous Close: 1.650
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+122.08%
1 Month  
+16.33%
3 Months
  -63.85%
YTD
  -20.47%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.710 0.770
1M High / 1M Low: 1.910 0.770
6M High / 6M Low: 4.940 0.770
High (YTD): 2024-03-21 4.940
Low (YTD): 2024-05-31 0.770
52W High: - -
52W Low: - -
Avg. price 1W:   1.222
Avg. volume 1W:   0.000
Avg. price 1M:   1.472
Avg. volume 1M:   0.000
Avg. price 6M:   2.643
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   361.22%
Volatility 6M:   233.21%
Volatility 1Y:   -
Volatility 3Y:   -