BVT Call 185 ADI 21.06.2024
/ DE000VM574R8
BVT Call 185 ADI 21.06.2024/ DE000VM574R8 /
| 2024-06-10 8:37:54 AM |
Chg.-0.24 |
Bid2:09:40 PM |
Ask2:09:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.70EUR |
-4.86% |
4.67
Bid Size: 5,000 |
4.74
Ask Size: 5,000 |
Analog Devices Inc |
185.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM574R |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
185.00 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: |
4.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.64 |
| Intrinsic value: |
4.62 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.25 |
| Parity: |
4.62 |
| Time value: |
0.10 |
| Break-even: |
218.83 |
| Moneyness: |
1.27 |
| Premium: |
0.00 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
0.43% |
| Delta: |
0.95 |
| Theta: |
-0.19 |
| Omega: |
4.36 |
| Rho: |
0.05 |
Quote data
| Open: |
4.70 |
| High: |
4.70 |
| Low: |
4.70 |
| Previous Close: |
4.94 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.21% |
| 1 Month |
|
|
+121.70% |
| 3 Months |
|
|
+125.96% |
| YTD |
|
|
+90.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.94 |
4.31 |
| 1M High / 1M Low: |
5.32 |
2.12 |
| 6M High / 6M Low: |
5.32 |
1.01 |
| High (YTD): |
2024-05-23 |
5.32 |
| Low (YTD): |
2024-04-22 |
1.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
317.13% |
| Volatility 6M: |
|
227.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
