BVT Put 150 ADI 20.12.2024
/ DE000VD3PPA9
BVT Put 150 ADI 20.12.2024/ DE000VD3PPA9 /
| 2024-05-03 7:51:10 PM |
Chg.-0.060 |
Bid9:40:10 PM |
Ask9:40:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-15.38% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
150.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD3PPA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-46.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
-3.31 |
| Time value: |
0.39 |
| Break-even: |
146.10 |
| Moneyness: |
0.82 |
| Premium: |
0.20 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
2.63% |
| Delta: |
-0.15 |
| Theta: |
-0.02 |
| Omega: |
-7.03 |
| Rho: |
-0.20 |
Quote data
| Open: |
0.360 |
| High: |
0.370 |
| Low: |
0.330 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.310 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.338 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
