BVT Call 185 TXN 20.09.2024
/ DE000VM3MKP4
BVT Call 185 TXN 20.09.2024/ DE000VM3MKP4 /
| 8/16/2024 8:55:45 AM |
Chg.+0.46 |
Bid12:28:40 PM |
Ask12:28:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.87EUR |
+32.62% |
2.09
Bid Size: 7,000 |
2.20
Ask Size: 7,000 |
Texas Instruments In... |
185.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
1.54 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.22 |
| Parity: |
1.54 |
| Time value: |
0.31 |
| Break-even: |
187.10 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
0.54% |
| Delta: |
0.80 |
| Theta: |
-0.10 |
| Omega: |
7.97 |
| Rho: |
0.12 |
Quote data
| Open: |
1.87 |
| High: |
1.87 |
| Low: |
1.87 |
| Previous Close: |
1.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.62% |
| 1 Month |
|
|
-5.56% |
| 3 Months |
|
|
+8.72% |
| YTD |
|
|
+87.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.54 |
1.23 |
| 1M High / 1M Low: |
2.33 |
0.87 |
| 6M High / 6M Low: |
2.33 |
0.39 |
| High (YTD): |
7/18/2024 |
2.33 |
| Low (YTD): |
4/22/2024 |
0.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
332.64% |
| Volatility 6M: |
|
238.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
