BVT Call 120 SWKS 20.12.2024
/ DE000VD3R926
BVT Call 120 SWKS 20.12.2024/ DE000VD3R926 /
| 11/11/2024 19:51:28 |
Chg.+0.003 |
Bid09:10:44 |
Ask09:10:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.014EUR |
+27.27% |
0.011
Bid Size: 21,000 |
0.025
Ask Size: 21,000 |
Skyworks Solutions I... |
120.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3R92 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 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: |
332.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.33 |
| Parity: |
-2.88 |
| Time value: |
0.03 |
| Break-even: |
112.26 |
| Moneyness: |
0.74 |
| Premium: |
0.35 |
| Premium p.a.: |
15.46 |
| Spread abs.: |
0.01 |
| Spread %: |
108.33% |
| Delta: |
0.05 |
| Theta: |
-0.02 |
| Omega: |
15.44 |
| Rho: |
0.00 |
Quote data
| Open: |
0.012 |
| High: |
0.014 |
| Low: |
0.012 |
| Previous Close: |
0.011 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.00% |
| 1 Month |
|
|
-85.11% |
| 3 Months |
|
|
-95.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.020 |
0.011 |
| 1M High / 1M Low: |
0.114 |
0.011 |
| 6M High / 6M Low: |
1.110 |
0.011 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.015 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.056 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.323 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
329.06% |
| Volatility 6M: |
|
319.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
