BVT Call 170 AMAT 17.01.2025
/ DE000VM9B025
BVT Call 170 AMAT 17.01.2025/ DE000VM9B025 /
| 1/10/2025 10:23:25 AM |
Chg.-0.120 |
Bid7:49:53 PM |
Ask7:49:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-13.48% |
0.570
Bid Size: 50,000 |
0.580
Ask Size: 50,000 |
Applied Materials In... |
170.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
VM9B02 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.40 |
| Parity: |
0.68 |
| Time value: |
0.24 |
| Break-even: |
174.30 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
1.07 |
| Spread abs.: |
0.03 |
| Spread %: |
3.37% |
| Delta: |
0.72 |
| Theta: |
-0.32 |
| Omega: |
13.45 |
| Rho: |
0.02 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+63.83% |
| 1 Month |
|
|
+5.48% |
| 3 Months |
|
|
-79.41% |
| YTD |
|
|
+126.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.470 |
| 1M High / 1M Low: |
1.080 |
0.270 |
| 6M High / 6M Low: |
8.530 |
0.270 |
| High (YTD): |
1/7/2025 |
1.080 |
| Low (YTD): |
1/2/2025 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.806 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.669 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.819 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
449.50% |
| Volatility 6M: |
|
280.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |