BVT Call 190 ADI 20.12.2024
/ DE000VD3LUX0
BVT Call 190 ADI 20.12.2024/ DE000VD3LUX0 /
| 5/28/2024 8:47:33 AM |
Chg.+0.04 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.87EUR |
+0.83% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
190.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3LUX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/8/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.47 |
| Intrinsic value: |
3.91 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
3.91 |
| Time value: |
1.01 |
| Break-even: |
224.13 |
| Moneyness: |
1.22 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
1.23% |
| Delta: |
0.83 |
| Theta: |
-0.05 |
| Omega: |
3.60 |
| Rho: |
0.72 |
Quote data
| Open: |
4.87 |
| High: |
4.87 |
| Low: |
4.87 |
| Previous Close: |
4.83 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.54% |
| 1 Month |
|
|
+70.28% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.61 |
3.49 |
| 1M High / 1M Low: |
5.61 |
2.28 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
