BVT Call 23 INTC 08.11.2024
/ DE000VC5ZP95
BVT Call 23 INTC 08.11.2024/ DE000VC5ZP95 /
| 2024-11-07 10:12:17 AM |
Chg.+0.500 |
Bid10:50:47 AM |
Ask10:50:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.130EUR |
+30.67% |
2.170
Bid Size: 6,000 |
2.280
Ask Size: 6,000 |
Intel Corporation |
23.00 USD |
2024-11-08 |
Call |
Master data
| WKN: |
VC5ZP9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Intel Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
23.00 USD |
| Maturity: |
2024-11-08 |
| Issue date: |
2024-10-15 |
| Last trading day: |
2024-11-08 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
1.91 |
| Implied volatility: |
1.66 |
| Historic volatility: |
0.46 |
| Parity: |
1.91 |
| Time value: |
0.17 |
| Break-even: |
23.51 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
13.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.97% |
| Delta: |
0.85 |
| Theta: |
-0.24 |
| Omega: |
9.51 |
| Rho: |
0.00 |
Quote data
| Open: |
2.130 |
| High: |
2.130 |
| Low: |
2.130 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+77.50% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.630 |
0.620 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.064 |
| Avg. volume 1W: |
|
80 |
| 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: |
|
- |
