BVT Call 20 INTC 08.11.2024
/ DE000VC6LCJ1
BVT Call 20 INTC 08.11.2024/ DE000VC6LCJ1 /
| 2024-11-07 10:23:32 AM |
Chg.+0.580 |
Bid10:50:47 AM |
Ask10:50:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.920EUR |
+13.36% |
4.920
Bid Size: 6,000 |
5.030
Ask Size: 6,000 |
Intel Corporation |
20.00 USD |
2024-11-08 |
Call |
Master data
| WKN: |
VC6LCJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Intel Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 USD |
| Maturity: |
2024-11-08 |
| Issue date: |
2024-10-24 |
| Last trading day: |
2024-11-08 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.71 |
| Intrinsic value: |
4.71 |
| Implied volatility: |
2.88 |
| Historic volatility: |
0.46 |
| Parity: |
4.71 |
| Time value: |
0.09 |
| Break-even: |
23.44 |
| Moneyness: |
1.25 |
| Premium: |
0.00 |
| Premium p.a.: |
3.36 |
| Spread abs.: |
0.02 |
| Spread %: |
0.42% |
| Delta: |
0.94 |
| Theta: |
-0.21 |
| Omega: |
4.58 |
| Rho: |
0.00 |
Quote data
| Open: |
4.920 |
| High: |
4.920 |
| Low: |
4.920 |
| Previous Close: |
4.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+97.59% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.340 |
2.490 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.124 |
| 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: |
|
- |
