BVT Call 1640 AVGO 12.07.2024
/ DE000VD8HNG7
BVT Call 1640 AVGO 12.07.2024/ DE000VD8HNG7 /
| 2024-07-11 8:43:58 AM |
Chg.+0.110 |
Bid10:18:07 AM |
Ask10:18:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
+11.46% |
1.030
Bid Size: 10,000 |
1.110
Ask Size: 10,000 |
Broadcom Inc |
1,640.00 USD |
2024-07-12 |
Call |
Master data
| WKN: |
VD8HNG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Broadcom Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,640.00 USD |
| Maturity: |
2024-07-12 |
| Issue date: |
2024-06-24 |
| Last trading day: |
2024-07-12 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.34 |
| Parity: |
0.97 |
| Time value: |
0.03 |
| Break-even: |
1,613.85 |
| Moneyness: |
1.06 |
| Premium: |
0.00 |
| Premium p.a.: |
1.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.01% |
| Delta: |
0.91 |
| Theta: |
-6.27 |
| Omega: |
14.66 |
| Rho: |
0.04 |
Quote data
| Open: |
1.070 |
| High: |
1.070 |
| Low: |
1.070 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.18% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
0.850 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.028 |
| 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: |
|
- |
