BVT Call 920 ASME 17.05.2024
/ DE000VD35730
BVT Call 920 ASME 17.05.2024/ DE000VD35730 /
| 2024-04-29 7:40:44 PM |
Chg.-0.300 |
Bid9:57:14 PM |
Ask9:57:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-38.96% |
-
Bid Size: - |
-
Ask Size: - |
ASML HOLDING EO -... |
920.00 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
VD3573 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
920.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2024-05-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
117.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.30 |
| Parity: |
-6.12 |
| Time value: |
0.73 |
| Break-even: |
927.30 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
3.74 |
| Spread abs.: |
0.06 |
| Spread %: |
8.96% |
| Delta: |
0.20 |
| Theta: |
-0.54 |
| Omega: |
23.95 |
| Rho: |
0.08 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.470 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.07% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.470 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.576 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
