OverviewChartNewsTraderScreen

BVT Call 300 CDNS 21.06.2024/  DE000VM525T6  /

Frankfurt Zert./VONT
2024-06-06  8:04:08 PM Chg.+0.020 Bid9:21:39 PM Ask9:21:39 PM Underlying Strike price Expiration date Option type
0.530EUR +3.92% 0.520
Bid Size: 31,000		 0.530
Ask Size: 31,000		 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: 47.00
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.23
Parity: -0.33
Time value: 0.58
Break-even: 281.69
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 1.22
Spread abs.: 0.01
Spread %: 1.75%
Delta: 0.45
Theta: -0.25
Omega: 21.11
Rho: 0.05
 

Quote data

Open: 0.570
High: 0.640
Low: 0.530
Previous Close: 0.510
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+17.78%
1 Month
  -15.87%
3 Months
  -82.57%
YTD
  -60.74%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.200
1M High / 1M Low: 0.770 0.200
6M High / 6M Low: 3.530 0.200
High (YTD): 2024-03-21 3.530
Low (YTD): 2024-05-31 0.200
52W High: - -
52W Low: - -
Avg. price 1W:   0.340
Avg. volume 1W:   0.000
Avg. price 1M:   0.552
Avg. volume 1M:   0.000
Avg. price 6M:   1.659
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   495.83%
Volatility 6M:   300.76%
Volatility 1Y:   -
Volatility 3Y:   -