BVT Call 185 ADI 21.06.2024
/ DE000VM574R8
BVT Call 185 ADI 21.06.2024/ DE000VM574R8 /
| 2024-05-31 8:03:38 PM |
Chg.-0.090 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.050EUR |
-2.17% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
185.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM574R |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
185.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.60 |
| Intrinsic value: |
4.56 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.24 |
| Parity: |
4.56 |
| Time value: |
0.07 |
| Break-even: |
216.83 |
| Moneyness: |
1.27 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.43% |
| Delta: |
0.97 |
| Theta: |
-0.06 |
| Omega: |
4.53 |
| Rho: |
0.09 |
Quote data
| Open: |
4.170 |
| High: |
4.190 |
| Low: |
4.050 |
| Previous Close: |
4.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.83% |
| 1 Month |
|
|
+97.56% |
| 3 Months |
|
|
+112.04% |
| YTD |
|
|
+65.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.490 |
4.050 |
| 1M High / 1M Low: |
4.770 |
1.510 |
| 6M High / 6M Low: |
4.770 |
1.050 |
| High (YTD): |
2024-05-22 |
4.770 |
| Low (YTD): |
2024-04-19 |
1.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.116 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.983 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.24% |
| Volatility 6M: |
|
186.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
