BVT Call 170 AMAT 17.01.2025
/ DE000VM9B025
BVT Call 170 AMAT 17.01.2025/ DE000VM9B025 /
| 1/10/2025 8:25:28 AM |
Chg.-0.030 |
Bid3:39:10 PM |
Ask3:39:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-3.45% |
0.400
Bid Size: 52,000 |
0.410
Ask Size: 52,000 |
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: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+170.97% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-76.40% |
| YTD |
|
|
+104.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.310 |
| 1M High / 1M Low: |
1.040 |
0.280 |
| 6M High / 6M Low: |
8.520 |
0.280 |
| High (YTD): |
1/7/2025 |
1.040 |
| Low (YTD): |
1/2/2025 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.772 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.650 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.871 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
474.18% |
| Volatility 6M: |
|
277.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |