BVT Call 185 ADI 20.09.2024
/ DE000VM72X70
BVT Call 185 ADI 20.09.2024/ DE000VM72X70 /
| 2024-06-07 10:33:31 AM |
Chg.+0.090 |
Bid11:44:27 AM |
Ask11:44:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.250EUR |
+1.74% |
5.220
Bid Size: 5,000 |
5.310
Ask Size: 5,000 |
Analog Devices Inc |
185.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM72X7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
185.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.01 |
| Intrinsic value: |
4.81 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.24 |
| Parity: |
4.81 |
| Time value: |
0.41 |
| Break-even: |
222.05 |
| Moneyness: |
1.28 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.38% |
| Delta: |
0.91 |
| Theta: |
-0.05 |
| Omega: |
3.78 |
| Rho: |
0.42 |
Quote data
| Open: |
5.250 |
| High: |
5.250 |
| Low: |
5.250 |
| Previous Close: |
5.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.59% |
| 1 Month |
|
|
+97.37% |
| 3 Months |
|
|
+100.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.160 |
4.390 |
| 1M High / 1M Low: |
5.160 |
2.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.930 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
