BVT Call 195 ADI 21.06.2024
/ DE000VM574B2
BVT Call 195 ADI 21.06.2024/ DE000VM574B2 /
| 2024-06-11 8:38:34 AM |
Chg.+0.05 |
Bid4:37:30 PM |
Ask4:37:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.83EUR |
+1.32% |
3.83
Bid Size: 25,000 |
3.85
Ask Size: 25,000 |
Analog Devices Inc |
195.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM574B |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 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: |
5.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.77 |
| Intrinsic value: |
3.75 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.25 |
| Parity: |
3.75 |
| Time value: |
0.13 |
| Break-even: |
219.97 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
0.52% |
| Delta: |
0.92 |
| Theta: |
-0.24 |
| Omega: |
5.20 |
| Rho: |
0.04 |
Quote data
| Open: |
3.83 |
| High: |
3.83 |
| Low: |
3.83 |
| Previous Close: |
3.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.65% |
| 1 Month |
|
|
+177.54% |
| 3 Months |
|
|
+196.90% |
| YTD |
|
|
+104.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.03 |
3.40 |
| 1M High / 1M Low: |
4.40 |
1.58 |
| 6M High / 6M Low: |
4.40 |
0.60 |
| High (YTD): |
2024-05-23 |
4.40 |
| Low (YTD): |
2024-04-23 |
0.60 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
439.79% |
| Volatility 6M: |
|
284.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
