BVT Call 180 TXN 20.09.2024
/ DE000VM3MLN7
BVT Call 180 TXN 20.09.2024/ DE000VM3MLN7 /
13/09/2024 09:49:21 |
Chg.-0.65 |
Bid11:52:57 |
Ask11:52:57 |
Underlying |
Strike price |
Expiration date |
Option type |
1.52EUR |
-29.95% |
1.52 Bid Size: 8,000 |
1.58 Ask Size: 8,000 |
Texas Instruments In... |
180.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
09/10/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.45 |
Intrinsic value: |
1.44 |
Implied volatility: |
0.56 |
Historic volatility: |
0.23 |
Parity: |
1.44 |
Time value: |
0.10 |
Break-even: |
177.87 |
Moneyness: |
1.09 |
Premium: |
0.01 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.01 |
Spread %: |
0.65% |
Delta: |
0.88 |
Theta: |
-0.21 |
Omega: |
10.06 |
Rho: |
0.03 |
Quote data
Open: |
1.52 |
High: |
1.52 |
Low: |
1.52 |
Previous Close: |
2.17 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.12% |
1 Month |
|
|
-3.18% |
3 Months |
|
|
-33.04% |
YTD |
|
|
+26.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.17 |
1.81 |
1M High / 1M Low: |
3.22 |
1.57 |
6M High / 6M Low: |
3.22 |
0.51 |
High (YTD): |
03/09/2024 |
3.22 |
Low (YTD): |
22/04/2024 |
0.51 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.97 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.33 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.75 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
242.93% |
Volatility 6M: |
|
221.46% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |