BVT Call 380 CDNS 20.12.2024
/ DE000VD3SHE2
BVT Call 380 CDNS 20.12.2024/ DE000VD3SHE2 /
| 8/1/2024 8:07:21 PM |
Chg.-0.012 |
Bid9:27:00 PM |
Ask9:27:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.099EUR |
-10.81% |
0.102
Bid Size: 36,000 |
0.112
Ask Size: 36,000 |
Cadence Design Syste... |
380.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3SHE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 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: |
194.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.26 |
| Parity: |
-10.38 |
| Time value: |
0.13 |
| Break-even: |
352.35 |
| Moneyness: |
0.70 |
| Premium: |
0.42 |
| Premium p.a.: |
1.50 |
| Spread abs.: |
0.01 |
| Spread %: |
8.55% |
| Delta: |
0.06 |
| Theta: |
-0.02 |
| Omega: |
12.13 |
| Rho: |
0.05 |
Quote data
| Open: |
0.114 |
| High: |
0.120 |
| Low: |
0.099 |
| Previous Close: |
0.111 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.13% |
| 1 Month |
|
|
-88.62% |
| 3 Months |
|
|
-79.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.111 |
0.051 |
| 1M High / 1M Low: |
1.050 |
0.051 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.563 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
528.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
