BVT Put 180 ADI 20.09.2024
/ DE000VM7NLJ4
BVT Put 180 ADI 20.09.2024/ DE000VM7NLJ4 /
2024-06-07 7:50:37 PM |
Chg.+0.001 |
Bid9:59:38 PM |
Ask9:59:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.102EUR |
+0.99% |
- Bid Size: - |
- Ask Size: - |
Analog Devices Inc |
180.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
VM7NLJ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Analog Devices Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
180.00 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: |
-192.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.24 |
Parity: |
-5.27 |
Time value: |
0.11 |
Break-even: |
164.13 |
Moneyness: |
0.76 |
Premium: |
0.25 |
Premium p.a.: |
1.15 |
Spread abs.: |
0.01 |
Spread %: |
10.78% |
Delta: |
-0.06 |
Theta: |
-0.02 |
Omega: |
-11.13 |
Rho: |
-0.04 |
Quote data
Open: |
0.100 |
High: |
0.102 |
Low: |
0.100 |
Previous Close: |
0.101 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-32.45% |
1 Month |
|
|
-79.60% |
3 Months |
|
|
-87.41% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.151 |
0.101 |
1M High / 1M Low: |
0.530 |
0.101 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.128 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.239 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
230.71% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |