BVT Call 350 CDNS 20.09.2024
/ DE000VM8Z356
BVT Call 350 CDNS 20.09.2024/ DE000VM8Z356 /
| 2024-07-08 2:02:29 PM |
Chg.0.000 |
Bid3:42:20 PM |
Ask3:42:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
0.00% |
0.880
Bid Size: 28,000 |
0.890
Ask Size: 28,000 |
Cadence Design Syste... |
350.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.23 |
| Parity: |
-2.67 |
| Time value: |
0.94 |
| Break-even: |
332.70 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.01 |
| Spread %: |
1.08% |
| Delta: |
0.33 |
| Theta: |
-0.12 |
| Omega: |
10.55 |
| Rho: |
0.18 |
Quote data
| Open: |
0.940 |
| High: |
0.960 |
| Low: |
0.940 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.51% |
| 1 Month |
|
|
+104.26% |
| 3 Months |
|
|
-40.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.730 |
| 1M High / 1M Low: |
1.380 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.830 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.837 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
