BVT Call 180 TXN 20.09.2024
/ DE000VM3MLN7
BVT Call 180 TXN 20.09.2024/ DE000VM3MLN7 /
| 2024-07-11 8:55:44 AM |
Chg.+0.22 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.45EUR |
+9.87% |
-
Bid Size: - |
-
Ask Size: - |
Texas Instruments In... |
180.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.35 |
| Intrinsic value: |
2.18 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
2.18 |
| Time value: |
0.31 |
| Break-even: |
191.05 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.40% |
| Delta: |
0.86 |
| Theta: |
-0.05 |
| Omega: |
6.46 |
| Rho: |
0.26 |
Quote data
| Open: |
2.45 |
| High: |
2.45 |
| Low: |
2.45 |
| Previous Close: |
2.23 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.02% |
| 1 Month |
|
|
+13.95% |
| 3 Months |
|
|
+202.47% |
| YTD |
|
|
+104.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.32 |
2.09 |
| 1M High / 1M Low: |
2.32 |
1.73 |
| 6M High / 6M Low: |
2.62 |
0.51 |
| High (YTD): |
2024-05-23 |
2.62 |
| Low (YTD): |
2024-04-22 |
0.51 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.94% |
| Volatility 6M: |
|
203.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
