BVT Call 210 ADSK 21.06.2024
/ DE000VU9JNR7
BVT Call 210 ADSK 21.06.2024/ DE000VU9JNR7 /
| 2024-06-07 1:42:30 PM |
Chg.-0.140 |
Bid4:11:02 PM |
Ask4:11:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
-12.50% |
0.980
Bid Size: 23,000 |
0.990
Ask Size: 23,000 |
Autodesk Inc |
210.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9JNR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Autodesk Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-06 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.24 |
| Parity: |
0.54 |
| Time value: |
0.44 |
| Break-even: |
202.61 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.01 |
| Spread %: |
1.03% |
| Delta: |
0.65 |
| Theta: |
-0.23 |
| Omega: |
13.14 |
| Rho: |
0.05 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.980 |
| Previous Close: |
1.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+133.33% |
| 1 Month |
|
|
-28.99% |
| 3 Months |
|
|
-79.41% |
| YTD |
|
|
-77.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.420 |
| 1M High / 1M Low: |
1.630 |
0.420 |
| 6M High / 6M Low: |
6.230 |
0.420 |
| High (YTD): |
2024-02-09 |
6.230 |
| Low (YTD): |
2024-05-31 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.850 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.226 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.609 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
407.95% |
| Volatility 6M: |
|
212.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
