BVT Call 330 CDNS 17.01.2025/  DE000VG1BTV8  /

EUWAX
2024-12-23  8:41:23 AM Chg.+0.010 Bid4:43:04 PM Ask4:43:04 PM Underlying Strike price Expiration date Option type
0.270EUR +3.85% 0.260
Bid Size: 30,000
0.270
Ask Size: 30,000
Cadence Design Syste... 330.00 USD 2025-01-17 Call
 

Master data

WKN: VG1BTV
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 330.00 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: 107.02
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.33
Parity: -2.73
Time value: 0.27
Break-even: 318.99
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 3.24
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.19
Theta: -0.15
Omega: 20.09
Rho: 0.04
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

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