BVT Call 195 ADI 20.09.2024
/ DE000VM72YA5
BVT Call 195 ADI 20.09.2024/ DE000VM72YA5 /
| 2024-05-31 8:03:40 PM |
Chg.-0.080 |
Bid9:16:21 AM |
Ask9:16:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.590EUR |
-2.18% |
4.130
Bid Size: 6,000 |
4.220
Ask Size: 6,000 |
Analog Devices Inc |
195.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM72YA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.92 |
| Intrinsic value: |
3.64 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
3.64 |
| Time value: |
0.47 |
| Break-even: |
220.78 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.49% |
| Delta: |
0.87 |
| Theta: |
-0.05 |
| Omega: |
4.60 |
| Rho: |
0.44 |
Quote data
| Open: |
3.700 |
| High: |
3.710 |
| Low: |
3.590 |
| Previous Close: |
3.670 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.80% |
| 1 Month |
|
|
+101.69% |
| 3 Months |
|
|
+95.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.980 |
3.590 |
| 1M High / 1M Low: |
4.230 |
1.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.788 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.900 |
| Avg. volume 1M: |
|
57.143 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
