BVT Call 135 AVGO/ DE000VC3KCC5 /
| 9/27/2024 1:51:57 PM | Chg.-0.030 | Bid1:51:57 PM | Ask1:51:57 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.740EUR | -0.80% | - Bid Size: - |
- Ask Size: - |
Broadcom Inc | 135.00 USD | 9/27/2024 | Call |
Master data
| WKN: | VC3KCC |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | Broadcom Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 135.00 USD |
| Maturity: | 9/27/2024 |
| Issue date: | 9/9/2024 |
| Last trading day: | 9/27/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.64 |
|---|---|
| Intrinsic value: | 3.64 |
| Implied volatility: | 2.58 |
| Historic volatility: | 0.40 |
| Parity: | 3.64 |
| Time value: | 0.02 |
| Break-even: | 157.90 |
| Moneyness: | 1.30 |
| Premium: | 0.00 |
| Premium p.a.: | 0.56 |
| Spread abs.: | 0.01 |
| Spread %: | 0.27% |
| Delta: | 0.98 |
| Theta: | -0.57 |
| Omega: | 4.21 |
| Rho: | 0.00 |
Quote data
| Open: | 3.710 |
|---|---|
| High: | 3.740 |
| Low: | 3.710 |
| Previous Close: | 3.770 |
| Turnover: | 0.000 |
| Market phase: | PRE CALL |
All quotes in EUR
Performance
| 1 Week | +20.26% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.770 | 3.110 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.434 | |
| 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: | - |
