BVT Call 300 CDNS 21.06.2024
/ DE000VM525T6
BVT Call 300 CDNS 21.06.2024/ DE000VM525T6 /
| 2024-05-23 5:03:26 PM |
Chg.+0.130 |
Bid7:13:34 PM |
Ask7:13:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+19.70% |
1.010
Bid Size: 29,000 |
1.020
Ask Size: 29,000 |
Cadence Design Syste... |
300.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM525T |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 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: |
38.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
-0.66 |
| Time value: |
0.71 |
| Break-even: |
284.23 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.01 |
| Spread %: |
1.43% |
| Delta: |
0.42 |
| Theta: |
-0.17 |
| Omega: |
16.14 |
| Rho: |
0.09 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.790 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.70% |
| 1 Month |
|
|
+1.28% |
| 3 Months |
|
|
-67.36% |
| YTD |
|
|
-41.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.570 |
| 1M High / 1M Low: |
0.790 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-21 |
3.530 |
| Low (YTD): |
2024-05-14 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.620 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.600 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
372.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
