BVT Call 92 SWKS 20.12.2024
/ DE000VD5J0U8
BVT Call 92 SWKS 20.12.2024/ DE000VD5J0U8 /
| 9/5/2024 8:52:57 AM |
Chg.- |
Bid8:01:22 AM |
Ask8:01:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
- |
1.25
Bid Size: 10,000 |
1.30
Ask Size: 10,000 |
Skyworks Solutions I... |
92.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD5J0U |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
5/6/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.31 |
| Parity: |
0.95 |
| Time value: |
0.45 |
| Break-even: |
97.03 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.72% |
| Delta: |
0.74 |
| Theta: |
-0.04 |
| Omega: |
4.89 |
| Rho: |
0.16 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
1.31 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.33% |
| 1 Month |
|
|
-6.12% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.89 |
1.31 |
| 1M High / 1M Low: |
1.90 |
1.11 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
