BVT Put 200 ADI 20.09.2024
/ DE000VM7NL25
BVT Put 200 ADI 20.09.2024/ DE000VM7NL25 /
| 2024-05-03 7:44:31 PM |
Chg.-0.230 |
Bid9:57:44 PM |
Ask9:57:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.240EUR |
-15.65% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
200.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7NL2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 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: |
-12.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
0.33 |
| Time value: |
1.08 |
| Break-even: |
172.30 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.71% |
| Delta: |
-0.47 |
| Theta: |
-0.04 |
| Omega: |
-6.08 |
| Rho: |
-0.38 |
Quote data
| Open: |
1.340 |
| High: |
1.380 |
| Low: |
1.220 |
| Previous Close: |
1.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.59% |
| 1 Month |
|
|
-12.06% |
| 3 Months |
|
|
-34.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.470 |
1.150 |
| 1M High / 1M Low: |
2.120 |
1.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.268 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.564 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
