BVT Call 190 ADI 21.06.2024
/ DE000VM573W0
BVT Call 190 ADI 21.06.2024/ DE000VM573W0 /
| 2024-05-31 7:40:13 PM |
Chg.-0.070 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.680EUR |
-1.87% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
190.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM573W |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 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: |
5.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.14 |
| Intrinsic value: |
4.10 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.24 |
| Parity: |
4.10 |
| Time value: |
0.08 |
| Break-even: |
216.94 |
| Moneyness: |
1.23 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.48% |
| Delta: |
0.96 |
| Theta: |
-0.07 |
| Omega: |
4.97 |
| Rho: |
0.09 |
Quote data
| Open: |
3.700 |
| High: |
3.860 |
| Low: |
3.680 |
| Previous Close: |
3.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.59% |
| 1 Month |
|
|
+124.39% |
| 3 Months |
|
|
+143.71% |
| YTD |
|
|
+74.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.030 |
3.680 |
| 1M High / 1M Low: |
4.360 |
1.190 |
| 6M High / 6M Low: |
4.360 |
0.820 |
| High (YTD): |
2024-05-22 |
4.360 |
| Low (YTD): |
2024-04-19 |
0.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.840 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.714 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.678 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
267.23% |
| Volatility 6M: |
|
212.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
