BVT Put 180 ADI 21.06.2024
/ DE000VM574T4
BVT Put 180 ADI 21.06.2024/ DE000VM574T4 /
| 2024-05-03 8:34:38 AM |
Chg.-0.080 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-20.00% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
180.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM574T |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 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: |
-68.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
-1.82 |
| Time value: |
0.27 |
| Break-even: |
164.56 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
1.26 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
-0.19 |
| Theta: |
-0.07 |
| Omega: |
-12.91 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.23% |
| 1 Month |
|
|
-27.27% |
| 3 Months |
|
|
-57.89% |
| YTD |
|
|
-51.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.232 |
| 1M High / 1M Low: |
0.790 |
0.232 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-17 |
1.030 |
| Low (YTD): |
2024-04-30 |
0.232 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.300 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.478 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
453.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
