BVT Call 115 SWKS 20.12.2024
/ DE000VD3R918
BVT Call 115 SWKS 20.12.2024/ DE000VD3R918 /
| 05/09/2024 19:55:25 |
Chg.-0.030 |
Bid21:59:15 |
Ask21:59:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-7.89% |
-
Bid Size: - |
-
Ask Size: - |
Skyworks Solutions I... |
115.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3R91 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 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: |
24.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.31 |
| Parity: |
-1.13 |
| Time value: |
0.38 |
| Break-even: |
107.59 |
| Moneyness: |
0.89 |
| Premium: |
0.16 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
0.34 |
| Theta: |
-0.04 |
| Omega: |
8.26 |
| Rho: |
0.08 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.350 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.50% |
| 1 Month |
|
|
-20.45% |
| 3 Months |
|
|
+57.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.350 |
| 1M High / 1M Low: |
0.620 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.446 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.477 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
345.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
