BVT Call 190 ADI 20.09.2024
/ DE000VM72XZ4
BVT Call 190 ADI 20.09.2024/ DE000VM72XZ4 /
| 07/06/2024 08:48:41 |
Chg.+0.16 |
Bid22:00:05 |
Ask22:00:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.80EUR |
+3.45% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
190.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM72XZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
08/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.57 |
| Intrinsic value: |
4.35 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
4.35 |
| Time value: |
0.45 |
| Break-even: |
222.44 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.42% |
| Delta: |
0.89 |
| Theta: |
-0.06 |
| Omega: |
4.04 |
| Rho: |
0.42 |
Quote data
| Open: |
4.80 |
| High: |
4.80 |
| Low: |
4.80 |
| Previous Close: |
4.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.94% |
| 1 Month |
|
|
+119.18% |
| 3 Months |
|
|
+171.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.64 |
4.07 |
| 1M High / 1M Low: |
5.18 |
2.19 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
