BVT Call 180 ADI 21.06.2024
/ DE000VM6JN38
BVT Call 180 ADI 21.06.2024/ DE000VM6JN38 /
| 2024-06-14 8:48:35 AM |
Chg.-0.51 |
Bid11:31:55 AM |
Ask11:31:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.10EUR |
-9.09% |
5.06
Bid Size: 5,000 |
5.24
Ask Size: 5,000 |
Analog Devices Inc |
180.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM6JN3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.04 |
| Intrinsic value: |
5.03 |
| Implied volatility: |
1.20 |
| Historic volatility: |
0.24 |
| Parity: |
5.03 |
| Time value: |
0.09 |
| Break-even: |
218.84 |
| Moneyness: |
1.30 |
| Premium: |
0.00 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
0.39% |
| Delta: |
0.95 |
| Theta: |
-0.27 |
| Omega: |
4.05 |
| Rho: |
0.03 |
Quote data
| Open: |
5.10 |
| High: |
5.10 |
| Low: |
5.10 |
| Previous Close: |
5.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.38% |
| 1 Month |
|
|
+82.80% |
| 3 Months |
|
|
+115.19% |
| YTD |
|
|
+82.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.61 |
5.16 |
| 1M High / 1M Low: |
5.80 |
2.79 |
| 6M High / 6M Low: |
5.80 |
1.27 |
| High (YTD): |
2024-05-23 |
5.80 |
| Low (YTD): |
2024-04-22 |
1.27 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.09% |
| Volatility 6M: |
|
202.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
