BVT Call 96 SWKS 20.12.2024
/ DE000VD4LLT5
BVT Call 96 SWKS 20.12.2024/ DE000VD4LLT5 /
| 2024-11-11 8:05:03 PM |
Chg.-0.038 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.173EUR |
-18.01% |
-
Bid Size: - |
-
Ask Size: - |
Skyworks Solutions I... |
96.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD4LLT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.33 |
| Parity: |
-0.64 |
| Time value: |
0.24 |
| Break-even: |
92.05 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
1.57 |
| Spread abs.: |
0.01 |
| Spread %: |
4.27% |
| Delta: |
0.34 |
| Theta: |
-0.06 |
| Omega: |
11.44 |
| Rho: |
0.03 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.173 |
| Previous Close: |
0.211 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.46% |
| 1 Month |
|
|
-74.93% |
| 3 Months |
|
|
-85.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.211 |
| 1M High / 1M Low: |
0.780 |
0.211 |
| 6M High / 6M Low: |
2.560 |
0.211 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.256 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.513 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.149 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.63% |
| Volatility 6M: |
|
211.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
