BVT Call 180 TXN 20.09.2024
/ DE000VM3MLN7
BVT Call 180 TXN 20.09.2024/ DE000VM3MLN7 /
| 8/8/2024 8:52:47 AM |
Chg.-0.16 |
Bid5:22:46 PM |
Ask5:22:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
-12.31% |
1.61
Bid Size: 45,000 |
1.62
Ask Size: 45,000 |
Texas Instruments In... |
180.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM3MLN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Texas Instruments Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 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: |
14.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.21 |
| Parity: |
0.37 |
| Time value: |
0.78 |
| Break-even: |
176.22 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.01 |
| Spread %: |
0.88% |
| Delta: |
0.60 |
| Theta: |
-0.11 |
| Omega: |
8.84 |
| Rho: |
0.11 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.14 |
| Previous Close: |
1.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-55.29% |
| 1 Month |
|
|
-45.71% |
| 3 Months |
|
|
-10.94% |
| YTD |
|
|
-5.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.55 |
1.30 |
| 1M High / 1M Low: |
2.71 |
1.30 |
| 6M High / 6M Low: |
2.71 |
0.51 |
| High (YTD): |
7/18/2024 |
2.71 |
| Low (YTD): |
4/22/2024 |
0.51 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.70% |
| Volatility 6M: |
|
203.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
