BVT Call 195 AVGO 22.11.2024/  DE000VC6T595  /

Frankfurt Zert./VONT
11/14/2024  10:23:24 AM Chg.-0.011 Bid10:29:29 AM Ask10:29:29 AM Underlying Strike price Expiration date Option type
0.057EUR -16.18% 0.056
Bid Size: 20,000
0.066
Ask Size: 20,000
Broadcom Inc 195.00 USD 11/22/2024 Call
 

Master data

WKN: VC6T59
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Broadcom Inc
Type: Warrant
Option type: Call
Strike price: 195.00 USD
Maturity: 11/22/2024
Issue date: 10/29/2024
Last trading day: 11/22/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 260.77
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.42
Parity: -2.03
Time value: 0.06
Break-even: 185.19
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 18.87%
Delta: 0.10
Theta: -0.15
Omega: 25.45
Rho: 0.00
 

Quote data

Open: 0.057
High: 0.057
Low: 0.057
Previous Close: 0.068
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -78.89%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.068
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.147
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -