BVT Call 195 ADI 20.09.2024
/ DE000VM72YA5
BVT Call 195 ADI 20.09.2024/ DE000VM72YA5 /
| 2024-06-14 2:03:57 PM |
Chg.-0.100 |
Bid4:50:23 PM |
Ask4:50:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.950EUR |
-2.47% |
3.830
Bid Size: 26,000 |
3.850
Ask Size: 26,000 |
Analog Devices Inc |
195.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM72YA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.88 |
| Intrinsic value: |
3.63 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
3.63 |
| Time value: |
0.48 |
| Break-even: |
222.71 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.49% |
| Delta: |
0.87 |
| Theta: |
-0.06 |
| Omega: |
4.60 |
| Rho: |
0.40 |
Quote data
| Open: |
4.020 |
| High: |
4.020 |
| Low: |
3.950 |
| Previous Close: |
4.050 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.28% |
| 1 Month |
|
|
+67.37% |
| 3 Months |
|
|
+121.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.430 |
4.050 |
| 1M High / 1M Low: |
4.430 |
2.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.645 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
