BVT Call 160 AVGO 20.09.2024/  DE000VD8QAZ5  /

Frankfurt Zert./VONT
2024-09-06  8:03:38 PM Chg.-0.442 Bid9:57:56 PM Ask9:57:56 PM Underlying Strike price Expiration date Option type
0.038EUR -92.08% -
Bid Size: -
-
Ask Size: -
Broadcom Inc 160.00 USD 2024-09-20 Call
 

Master data

WKN: VD8QAZ
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Broadcom Inc
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2024-09-20
Issue date: 2024-06-26
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 301.42
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.39
Parity: -2.08
Time value: 0.04
Break-even: 144.75
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 83.61
Spread abs.: 0.01
Spread %: 32.26%
Delta: 0.07
Theta: -0.07
Omega: 22.54
Rho: 0.00
 

Quote data

Open: 0.056
High: 0.080
Low: 0.038
Previous Close: 0.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -95.06%
1 Month
  -90.26%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.038
1M High / 1M Low: 1.270 0.038
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.514
Avg. volume 1W:   0.000
Avg. price 1M:   0.809
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   488.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -