BVT Call 160 TXN 20.09.2024
/ DE000VM3MLV0
BVT Call 160 TXN 20.09.2024/ DE000VM3MLV0 /
| 8/8/2024 2:02:54 PM |
Chg.-0.110 |
Bid4:32:54 PM |
Ask4:32:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.580EUR |
-4.09% |
3.010
Bid Size: 34,000 |
3.020
Ask Size: 34,000 |
Texas Instruments In... |
160.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM3MLV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Texas Instruments Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.27 |
| Intrinsic value: |
2.20 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.21 |
| Parity: |
2.20 |
| Time value: |
0.34 |
| Break-even: |
171.82 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.40% |
| Delta: |
0.83 |
| Theta: |
-0.09 |
| Omega: |
5.50 |
| Rho: |
0.13 |
Quote data
| Open: |
2.660 |
| High: |
2.660 |
| Low: |
2.580 |
| Previous Close: |
2.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.75% |
| 1 Month |
|
|
-33.68% |
| 3 Months |
|
|
-0.39% |
| YTD |
|
|
+15.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.340 |
2.450 |
| 1M High / 1M Low: |
4.360 |
2.450 |
| 6M High / 6M Low: |
4.360 |
1.200 |
| High (YTD): |
7/17/2024 |
4.360 |
| Low (YTD): |
2/13/2024 |
1.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.836 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.735 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.744 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.19% |
| Volatility 6M: |
|
129.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
