BVT Call 170 TXN 20.09.2024
/ DE000VM3MLQ0
BVT Call 170 TXN 20.09.2024/ DE000VM3MLQ0 /
| 11/07/2024 19:41:54 |
Chg.-0.170 |
Bid08:18:19 |
Ask08:18:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.050EUR |
-5.28% |
2.960
Bid Size: 4,000 |
3.080
Ask Size: 4,000 |
Texas Instruments In... |
170.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM3MLQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Texas Instruments Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 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: |
5.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.22 |
| Intrinsic value: |
3.10 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
3.10 |
| Time value: |
0.21 |
| Break-even: |
190.02 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.30% |
| Delta: |
0.92 |
| Theta: |
-0.04 |
| Omega: |
5.24 |
| Rho: |
0.27 |
Quote data
| Open: |
3.260 |
| High: |
3.260 |
| Low: |
3.050 |
| Previous Close: |
3.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.39% |
| 1 Month |
|
|
-2.56% |
| 3 Months |
|
|
+167.54% |
| YTD |
|
|
+82.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.220 |
2.950 |
| 1M High / 1M Low: |
3.220 |
2.500 |
| 6M High / 6M Low: |
3.380 |
0.800 |
| High (YTD): |
22/05/2024 |
3.380 |
| Low (YTD): |
14/02/2024 |
0.800 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.780 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.808 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.16% |
| Volatility 6M: |
|
161.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
