BVT Call 160 TXN 20.09.2024
/ DE000VM3MLV0
BVT Call 160 TXN 20.09.2024/ DE000VM3MLV0 /
| 13/09/2024 08:55:58 |
Chg.-0.68 |
Bid11:52:56 |
Ask11:52:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.29EUR |
-17.13% |
3.30
Bid Size: 8,000 |
3.37
Ask Size: 8,000 |
Texas Instruments In... |
160.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.26 |
| Intrinsic value: |
3.25 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.23 |
| Parity: |
3.25 |
| Time value: |
0.07 |
| Break-even: |
177.62 |
| Moneyness: |
1.22 |
| Premium: |
0.00 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
0.30% |
| Delta: |
0.94 |
| Theta: |
-0.21 |
| Omega: |
5.02 |
| Rho: |
0.03 |
Quote data
| Open: |
3.29 |
| High: |
3.29 |
| Low: |
3.29 |
| Previous Close: |
3.97 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.19% |
| 1 Month |
|
|
+3.79% |
| 3 Months |
|
|
-15.21% |
| YTD |
|
|
+48.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.97 |
3.56 |
| 1M High / 1M Low: |
5.02 |
3.17 |
| 6M High / 6M Low: |
5.02 |
1.23 |
| High (YTD): |
03/09/2024 |
5.02 |
| Low (YTD): |
14/02/2024 |
1.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.50% |
| Volatility 6M: |
|
151.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
