BVT Call 210 ADI 20.09.2024
/ DE000VM7NNJ0
BVT Call 210 ADI 20.09.2024/ DE000VM7NNJ0 /
2024-05-31 8:48:43 AM |
Chg.- |
Bid8:26:07 AM |
Ask8:26:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.58EUR |
- |
2.98 Bid Size: 5,000 |
3.08 Ask Size: 5,000 |
Analog Devices Inc |
210.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM7NNJ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Analog Devices Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
210.00 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: |
7.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.74 |
Intrinsic value: |
2.26 |
Implied volatility: |
0.32 |
Historic volatility: |
0.24 |
Parity: |
2.26 |
Time value: |
0.71 |
Break-even: |
223.20 |
Moneyness: |
1.12 |
Premium: |
0.03 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
0.68% |
Delta: |
0.79 |
Theta: |
-0.06 |
Omega: |
5.71 |
Rho: |
0.42 |
Quote data
Open: |
2.58 |
High: |
2.58 |
Low: |
2.58 |
Previous Close: |
2.36 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.51% |
1 Month |
|
|
+158.00% |
3 Months |
|
|
+165.98% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.86 |
2.36 |
1M High / 1M Low: |
3.57 |
1.00 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.69 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.89 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
420.56% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |