BVT Call 350 CDNS 20.09.2024
/ DE000VM8Z356
BVT Call 350 CDNS 20.09.2024/ DE000VM8Z356 /
| 16/07/2024 08:58:42 |
Chg.+0.090 |
Bid19:16:45 |
Ask19:16:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+13.43% |
0.620
Bid Size: 29,000 |
0.630
Ask Size: 29,000 |
Cadence Design Syste... |
350.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM8Z35 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
24/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
39.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.23 |
| Parity: |
-3.15 |
| Time value: |
0.73 |
| Break-even: |
328.45 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
1.01 |
| Spread abs.: |
0.01 |
| Spread %: |
1.39% |
| Delta: |
0.29 |
| Theta: |
-0.12 |
| Omega: |
11.39 |
| Rho: |
0.14 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.43% |
| 1 Month |
|
|
+10.14% |
| 3 Months |
|
|
-40.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.670 |
| 1M High / 1M Low: |
1.410 |
0.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.772 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.876 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
