BVT Call 210 ADI 21.06.2024
/ DE000VM573X8
BVT Call 210 ADI 21.06.2024/ DE000VM573X8 /
| 2024-05-02 9:49:19 AM |
Chg.-0.320 |
Bid3:52:44 PM |
Ask3:52:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-46.38% |
0.390
Bid Size: 56,000 |
0.400
Ask Size: 56,000 |
Analog Devices Inc |
210.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM573X |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 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: |
30.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.24 |
| Parity: |
-1.50 |
| Time value: |
0.60 |
| Break-even: |
201.95 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
1.23 |
| Spread abs.: |
0.01 |
| Spread %: |
1.69% |
| Delta: |
0.34 |
| Theta: |
-0.11 |
| Omega: |
10.40 |
| Rho: |
0.08 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.95% |
| 1 Month |
|
|
-38.33% |
| 3 Months |
|
|
-47.89% |
| YTD |
|
|
-66.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.430 |
| 1M High / 1M Low: |
0.880 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-23 |
1.000 |
| Low (YTD): |
2024-04-23 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.518 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
421.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
