BVT Call 90 SWKS 20.12.2024
/ DE000VD60WQ9
BVT Call 90 SWKS 20.12.2024/ DE000VD60WQ9 /
05/09/2024 19:53:24 |
Chg.-0.080 |
Bid21:59:18 |
Ask21:59:18 |
Underlying |
Strike price |
Expiration date |
Option type |
1.490EUR |
-5.10% |
- Bid Size: - |
- Ask Size: - |
Skyworks Solutions I... |
90.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
VD60WQ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Skyworks Solutions Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
30/05/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.38 |
Intrinsic value: |
1.13 |
Implied volatility: |
0.42 |
Historic volatility: |
0.31 |
Parity: |
1.13 |
Time value: |
0.40 |
Break-even: |
96.53 |
Moneyness: |
1.14 |
Premium: |
0.04 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
0.66% |
Delta: |
0.77 |
Theta: |
-0.04 |
Omega: |
4.65 |
Rho: |
0.16 |
Quote data
Open: |
1.550 |
High: |
1.550 |
Low: |
1.490 |
Previous Close: |
1.570 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-25.50% |
1 Month |
|
|
-3.87% |
3 Months |
|
|
+49.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.070 |
1.490 |
1M High / 1M Low: |
2.130 |
1.320 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.734 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.774 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
199.74% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |