BVT Call 540 SNPS 20.09.2024
/ DE000VM7PA18
BVT Call 540 SNPS 20.09.2024/ DE000VM7PA18 /
8/30/2024 8:48:12 AM |
Chg.+0.010 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.091EUR |
+12.35% |
- Bid Size: - |
- Ask Size: - |
Synopsys Inc |
540.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
VM7PA1 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Synopsys Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
540.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
1/2/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
51.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.28 |
Parity: |
-0.18 |
Time value: |
0.09 |
Break-even: |
498.01 |
Moneyness: |
0.96 |
Premium: |
0.06 |
Premium p.a.: |
1.84 |
Spread abs.: |
0.01 |
Spread %: |
12.20% |
Delta: |
0.35 |
Theta: |
-0.39 |
Omega: |
17.99 |
Rho: |
0.09 |
Quote data
Open: |
0.091 |
High: |
0.091 |
Low: |
0.091 |
Previous Close: |
0.081 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-67.50% |
1 Month |
|
|
-71.56% |
3 Months |
|
|
-82.83% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.211 |
0.081 |
1M High / 1M Low: |
0.470 |
0.081 |
6M High / 6M Low: |
1.010 |
0.081 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.129 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.264 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.613 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
382.48% |
Volatility 6M: |
|
222.08% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |