BVT Call 330 CDNS 20.12.2024
/ DE000VD3SG87
BVT Call 330 CDNS 20.12.2024/ DE000VD3SG87 /
| 2024-10-11 10:13:02 AM |
Chg.+0.200 |
Bid5:17:21 PM |
Ask5:17:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+68.97% |
0.500
Bid Size: 33,000 |
0.510
Ask Size: 33,000 |
Cadence Design Syste... |
330.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SG8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
330.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
51.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
-4.51 |
| Time value: |
0.50 |
| Break-even: |
306.82 |
| Moneyness: |
0.85 |
| Premium: |
0.20 |
| Premium p.a.: |
1.54 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
0.21 |
| Theta: |
-0.10 |
| Omega: |
10.89 |
| Rho: |
0.09 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+68.97% |
| 1 Month |
|
|
+115.86% |
| 3 Months |
|
|
-80.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.234 |
| 1M High / 1M Low: |
0.500 |
0.209 |
| 6M High / 6M Low: |
3.210 |
0.199 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.273 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.344 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.236 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
334.07% |
| Volatility 6M: |
|
271.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
