BVT Call 185 TXN 20.09.2024
/ DE000VM3MKP4
BVT Call 185 TXN 20.09.2024/ DE000VM3MKP4 /
| 2024-07-11 7:41:46 PM |
Chg.-0.130 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.900EUR |
-6.40% |
-
Bid Size: - |
-
Ask Size: - |
Texas Instruments In... |
185.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3MKP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Texas Instruments Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
185.00 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: |
8.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
1.72 |
| Time value: |
0.40 |
| Break-even: |
191.97 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.47% |
| Delta: |
0.80 |
| Theta: |
-0.06 |
| Omega: |
7.13 |
| Rho: |
0.25 |
Quote data
| Open: |
2.070 |
| High: |
2.070 |
| Low: |
1.900 |
| Previous Close: |
2.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.83% |
| 1 Month |
|
|
+8.57% |
| 3 Months |
|
|
+171.43% |
| YTD |
|
|
+90.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.030 |
1.730 |
| 1M High / 1M Low: |
2.030 |
1.450 |
| 6M High / 6M Low: |
2.250 |
0.400 |
| High (YTD): |
2024-05-22 |
2.250 |
| Low (YTD): |
2024-02-14 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.858 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.670 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.040 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.86% |
| Volatility 6M: |
|
196.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
