BVT Call 200 ADI 21.06.2024
/ DE000VM573Y6
BVT Call 200 ADI 21.06.2024/ DE000VM573Y6 /
| 2024-05-02 7:51:15 PM |
Chg.-0.360 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-33.64% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
200.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM573Y |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 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: |
18.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.24 |
| Parity: |
-0.57 |
| Time value: |
0.99 |
| Break-even: |
196.52 |
| Moneyness: |
0.97 |
| Premium: |
0.09 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.01 |
| Spread %: |
1.02% |
| Delta: |
0.47 |
| Theta: |
-0.13 |
| Omega: |
8.61 |
| Rho: |
0.10 |
Quote data
| Open: |
0.670 |
| High: |
0.720 |
| Low: |
0.640 |
| Previous Close: |
1.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.22% |
| 1 Month |
|
|
-11.25% |
| 3 Months |
|
|
-29.70% |
| YTD |
|
|
-54.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
0.890 |
| 1M High / 1M Low: |
1.190 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-23 |
1.450 |
| Low (YTD): |
2024-04-19 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.845 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
