BVT Call 180 ADI 21.06.2024
/ DE000VM6JN38
BVT Call 180 ADI 21.06.2024/ DE000VM6JN38 /
| 5/31/2024 8:47:51 AM |
Chg.+0.26 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.60EUR |
+5.99% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
180.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM6JN3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
12/7/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.06 |
| Intrinsic value: |
5.02 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.24 |
| Parity: |
5.02 |
| Time value: |
0.07 |
| Break-even: |
216.82 |
| Moneyness: |
1.30 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.39% |
| Delta: |
0.97 |
| Theta: |
-0.06 |
| Omega: |
4.13 |
| Rho: |
0.09 |
Quote data
| Open: |
4.60 |
| High: |
4.60 |
| Low: |
4.60 |
| Previous Close: |
4.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.80% |
| 1 Month |
|
|
+161.36% |
| 3 Months |
|
|
+133.50% |
| YTD |
|
|
+64.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.97 |
4.34 |
| 1M High / 1M Low: |
5.80 |
1.76 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
5/23/2024 |
5.80 |
| Low (YTD): |
4/22/2024 |
1.27 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
