BVT Call 195 ADI 21.06.2024
/ DE000VM574B2
BVT Call 195 ADI 21.06.2024/ DE000VM574B2 /
| 2024-05-31 8:38:36 AM |
Chg.+0.25 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.22EUR |
+8.42% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
195.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM574B |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 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: |
5.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.68 |
| Intrinsic value: |
3.64 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.24 |
| Parity: |
3.64 |
| Time value: |
0.08 |
| Break-even: |
216.95 |
| Moneyness: |
1.20 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.54% |
| Delta: |
0.96 |
| Theta: |
-0.07 |
| Omega: |
5.57 |
| Rho: |
0.09 |
Quote data
| Open: |
3.22 |
| High: |
3.22 |
| Low: |
3.22 |
| Previous Close: |
2.97 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.67% |
| 1 Month |
|
|
+270.11% |
| 3 Months |
|
|
+192.73% |
| YTD |
|
|
+72.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.59 |
2.97 |
| 1M High / 1M Low: |
4.40 |
0.87 |
| 6M High / 6M Low: |
4.40 |
0.60 |
| High (YTD): |
2024-05-23 |
4.40 |
| Low (YTD): |
2024-04-23 |
0.60 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
422.91% |
| Volatility 6M: |
|
287.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
