BVT Call 390 CDNS 20.12.2024
/ DE000VD3SHH5
BVT Call 390 CDNS 20.12.2024/ DE000VD3SHH5 /
| 15/08/2024 08:46:40 |
Chg.+0.002 |
Bid14:24:21 |
Ask14:24:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.089EUR |
+2.30% |
0.075
Bid Size: 14,000 |
0.085
Ask Size: 14,000 |
Cadence Design Syste... |
390.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3SHH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
257.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
-10.74 |
| Time value: |
0.10 |
| Break-even: |
355.13 |
| Moneyness: |
0.70 |
| Premium: |
0.44 |
| Premium p.a.: |
1.85 |
| Spread abs.: |
0.01 |
| Spread %: |
11.63% |
| Delta: |
0.05 |
| Theta: |
-0.02 |
| Omega: |
12.87 |
| Rho: |
0.04 |
Quote data
| Open: |
0.089 |
| High: |
0.089 |
| Low: |
0.089 |
| Previous Close: |
0.087 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+78.00% |
| 1 Month |
|
|
-85.65% |
| 3 Months |
|
|
-76.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.126 |
0.050 |
| 1M High / 1M Low: |
0.690 |
0.045 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.181 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
781.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
