BVT Call 160 AVGO 20.09.2024
/ DE000VD8QAZ5
BVT Call 160 AVGO 20.09.2024/ DE000VD8QAZ5 /
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: |
|
- |