BVT Call 290 CDNS 21.06.2024
/ DE000VM525W0
BVT Call 290 CDNS 21.06.2024/ DE000VM525W0 /
| 2024-05-23 5:04:07 PM |
Chg.+0.240 |
Bid7:03:53 PM |
Ask7:03:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.310EUR |
+22.43% |
1.590
Bid Size: 25,000 |
1.600
Ask Size: 25,000 |
Cadence Design Syste... |
290.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM525W |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 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: |
23.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
0.26 |
| Time value: |
0.89 |
| Break-even: |
279.39 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.01 |
| Spread %: |
0.88% |
| Delta: |
0.57 |
| Theta: |
-0.18 |
| Omega: |
13.50 |
| Rho: |
0.11 |
Quote data
| Open: |
1.440 |
| High: |
1.440 |
| Low: |
1.310 |
| Previous Close: |
1.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.58% |
| 1 Month |
|
|
+15.93% |
| 3 Months |
|
|
-56.04% |
| YTD |
|
|
-22.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.940 |
| 1M High / 1M Low: |
1.200 |
0.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-21 |
4.210 |
| Low (YTD): |
2024-05-02 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.016 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.942 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
327.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
