BVT Call 360 CDNS 20.12.2024
/ DE000VD3SG61
BVT Call 360 CDNS 20.12.2024/ DE000VD3SG61 /
| 7/9/2024 8:46:52 AM |
Chg.-0.11 |
Bid2:20:51 PM |
Ask2:20:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
-7.33% |
1.39
Bid Size: 12,000 |
1.43
Ask Size: 12,000 |
Cadence Design Syste... |
360.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3SG6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
-3.94 |
| Time value: |
1.38 |
| Break-even: |
346.19 |
| Moneyness: |
0.88 |
| Premium: |
0.18 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.01 |
| Spread %: |
0.73% |
| Delta: |
0.35 |
| Theta: |
-0.08 |
| Omega: |
7.47 |
| Rho: |
0.40 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.50 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.10% |
| 1 Month |
|
|
+57.95% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.24 |
| 1M High / 1M Low: |
2.00 |
0.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
