BVT Call 190 TXN 20.09.2024
/ DE000VM3XRD2
BVT Call 190 TXN 20.09.2024/ DE000VM3XRD2 /
| 7/11/2024 8:56:29 AM |
Chg.+0.19 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.72EUR |
+12.42% |
-
Bid Size: - |
-
Ask Size: - |
Texas Instruments In... |
190.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM3XRD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Texas Instruments Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/13/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
1.26 |
| Time value: |
0.51 |
| Break-even: |
193.09 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.57% |
| Delta: |
0.75 |
| Theta: |
-0.07 |
| Omega: |
7.92 |
| Rho: |
0.24 |
Quote data
| Open: |
1.72 |
| High: |
1.72 |
| Low: |
1.72 |
| Previous Close: |
1.53 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.62% |
| 1 Month |
|
|
+15.44% |
| 3 Months |
|
|
+230.77% |
| YTD |
|
|
+104.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.61 |
1.42 |
| 1M High / 1M Low: |
1.61 |
1.13 |
| 6M High / 6M Low: |
1.92 |
0.30 |
| High (YTD): |
5/23/2024 |
1.92 |
| Low (YTD): |
4/22/2024 |
0.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.55% |
| Volatility 6M: |
|
239.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
