BVT Call 105 SWKS 20.12.2024
/ DE000VD3R9N6
BVT Call 105 SWKS 20.12.2024/ DE000VD3R9N6 /
| 12/11/2024 08:44:40 |
Chg.-0.012 |
Bid11:28:20 |
Ask11:28:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.071EUR |
-14.46% |
0.067
Bid Size: 21,000 |
0.077
Ask Size: 21,000 |
Skyworks Solutions I... |
105.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3R9N |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
100.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.33 |
| Parity: |
-1.60 |
| Time value: |
0.08 |
| Break-even: |
99.29 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
4.92 |
| Spread abs.: |
0.01 |
| Spread %: |
13.89% |
| Delta: |
0.14 |
| Theta: |
-0.04 |
| Omega: |
14.00 |
| Rho: |
0.01 |
Quote data
| Open: |
0.071 |
| High: |
0.071 |
| Low: |
0.071 |
| Previous Close: |
0.083 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.26% |
| 1 Month |
|
|
-77.10% |
| 3 Months |
|
|
-90.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.106 |
0.083 |
| 1M High / 1M Low: |
0.390 |
0.083 |
| 6M High / 6M Low: |
1.930 |
0.083 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.098 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.230 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.732 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.72% |
| Volatility 6M: |
|
240.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
