BVT Call 195 ADSK 21.06.2024
/ DE000VM4RAD8
BVT Call 195 ADSK 21.06.2024/ DE000VM4RAD8 /
| 2024-05-31 8:56:52 AM |
Chg.-0.48 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
-30.57% |
-
Bid Size: - |
-
Ask Size: - |
Autodesk Inc |
195.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM4RAD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Autodesk Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-30 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.24 |
| Parity: |
0.61 |
| Time value: |
0.62 |
| Break-even: |
192.05 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.01 |
| Spread %: |
0.82% |
| Delta: |
0.64 |
| Theta: |
-0.22 |
| Omega: |
9.65 |
| Rho: |
0.06 |
Quote data
| Open: |
1.09 |
| High: |
1.09 |
| Low: |
1.09 |
| Previous Close: |
1.57 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-51.77% |
| 1 Month |
|
|
-57.92% |
| 3 Months |
|
|
-84.90% |
| YTD |
|
|
-80.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.24 |
1.09 |
| 1M High / 1M Low: |
2.89 |
1.09 |
| 6M High / 6M Low: |
7.30 |
1.09 |
| High (YTD): |
2024-02-12 |
7.30 |
| Low (YTD): |
2024-05-31 |
1.09 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.81 |
| Avg. volume 6M: |
|
2.56 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.82% |
| Volatility 6M: |
|
130.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
