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BVT Call 310 CDNS 21.06.2024/  DE000VM57453  /

Frankfurt Zert./VONT
2024-06-06  8:04:56 PM Chg.0.000 Bid10:04:05 AM Ask9:20:24 AM Underlying Strike price Expiration date Option type
0.250EUR 0.00% 0.229
Bid Size: 10,000		 0.260
Ask Size: 10,000		 Cadence Design Syste... 310.00 USD 2024-06-21 Call
 

Master data

WKN: VM5745
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 310.00 USD
Maturity: 2024-06-21
Issue date: 2023-12-01
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 108.61
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.23
Parity: -1.31
Time value: 0.25
Break-even: 287.12
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 3.29
Spread abs.: 0.01
Spread %: 4.17%
Delta: 0.25
Theta: -0.20
Omega: 26.99
Rho: 0.02
 

Quote data

Open: 0.280
High: 0.320
Low: 0.250
Previous Close: 0.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+171.74%
1 Month
  -37.50%
3 Months
  -91.20%
YTD
  -76.42%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.092
1M High / 1M Low: 0.460 0.092
6M High / 6M Low: 2.920 0.092
High (YTD): 2024-03-21 2.920
Low (YTD): 2024-05-31 0.092
52W High: - -
52W Low: - -
Avg. price 1W:   0.167
Avg. volume 1W:   0.000
Avg. price 1M:   0.306
Avg. volume 1M:   0.000
Avg. price 6M:   1.290
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   574.80%
Volatility 6M:   339.38%
Volatility 1Y:   -
Volatility 3Y:   -