BVT Call 230 ADI 20.09.2024
/ DE000VM7NNE1
BVT Call 230 ADI 20.09.2024/ DE000VM7NNE1 /
| 2024-05-31 7:40:11 PM |
Chg.-0.040 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.380EUR |
-2.82% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
230.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7NNE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
0.41 |
| Time value: |
1.28 |
| Break-even: |
228.91 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
1.20% |
| Delta: |
0.61 |
| Theta: |
-0.07 |
| Omega: |
7.77 |
| Rho: |
0.35 |
Quote data
| Open: |
1.400 |
| High: |
1.490 |
| Low: |
1.380 |
| Previous Close: |
1.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.77% |
| 1 Month |
|
|
+130.00% |
| 3 Months |
|
|
+155.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.600 |
1.380 |
| 1M High / 1M Low: |
1.840 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.004 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
421.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
