BVT Call 185 ADI 21.06.2024
/ DE000VM574R8
BVT Call 185 ADI 21.06.2024/ DE000VM574R8 /
| 2024-05-02 8:02:30 PM |
Chg.-0.540 |
Bid9:59:59 PM |
Ask9:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.510EUR |
-26.34% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
185.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM574R |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
185.00 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: |
9.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.24 |
| Parity: |
0.83 |
| Time value: |
1.11 |
| Break-even: |
192.02 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
0.52% |
| Delta: |
0.64 |
| Theta: |
-0.15 |
| Omega: |
5.97 |
| Rho: |
0.13 |
Quote data
| Open: |
1.430 |
| High: |
1.530 |
| Low: |
1.430 |
| Previous Close: |
2.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.69% |
| 1 Month |
|
|
-3.21% |
| 3 Months |
|
|
-16.57% |
| YTD |
|
|
-38.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.120 |
1.770 |
| 1M High / 1M Low: |
2.120 |
1.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-23 |
2.350 |
| Low (YTD): |
2024-04-19 |
1.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.988 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.627 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
