BVT Call 320 CDNS 17.01.2025/  DE000VG1BUR4  /

EUWAX
2024-12-23  8:41:23 AM Chg.+0.040 Bid4:58:26 PM Ask4:58:26 PM Underlying Strike price Expiration date Option type
0.480EUR +9.09% 0.420
Bid Size: 30,000
0.430
Ask Size: 30,000
Cadence Design Syste... 320.00 USD 2025-01-17 Call
 

Master data

WKN: VG1BUR
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 320.00 USD
Maturity: 2025-01-17
Issue date: 2024-12-18
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 62.81
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.33
Parity: -1.78
Time value: 0.46
Break-even: 311.31
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 1.97
Spread abs.: 0.01
Spread %: 2.22%
Delta: 0.29
Theta: -0.19
Omega: 17.91
Rho: 0.05
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.440
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

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Low (YTD): - -
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52W Low: - -
Avg. price 1W:   -
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Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -