BVT Call 350 CDNS 20.09.2024/  DE000VM8Z356  /

EUWAX
8/1/2024  8:55:41 AM Chg.- Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.018EUR - -
Bid Size: -
-
Ask Size: -
Cadence Design Syste... 350.00 - 9/20/2024 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 -
Maturity: 9/20/2024
Issue date: 1/24/2024
Last trading day: 8/1/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 914.17
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.27
Parity: -10.32
Time value: 0.03
Break-even: 350.27
Moneyness: 0.71
Premium: 0.42
Premium p.a.: 30.59
Spread abs.: 0.01
Spread %: 58.82%
Delta: 0.02
Theta: -0.03
Omega: 17.86
Rho: 0.00
 

Quote data

Open: 0.018
High: 0.018
Low: 0.018
Previous Close: 0.004
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -97.31%
3 Months
  -95.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.760 0.004
6M High / 6M Low: 2.190 0.004
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.195
Avg. volume 1M:   0.000
Avg. price 6M:   0.921
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,712.08%
Volatility 6M:   591.37%
Volatility 1Y:   -
Volatility 3Y:   -