BVT Call 195 ADSK 21.06.2024
/ DE000VM4RAD8
BVT Call 195 ADSK 21.06.2024/ DE000VM4RAD8 /
2024-06-05 8:58:08 AM |
Chg.+0.12 |
Bid10:00:05 PM |
Ask10:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.83EUR |
+7.02% |
- Bid Size: - |
- Ask Size: - |
Autodesk Inc |
195.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VM4RAD |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Autodesk Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
195.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-10-30 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.61 |
Intrinsic value: |
1.56 |
Implied volatility: |
0.50 |
Historic volatility: |
0.24 |
Parity: |
1.56 |
Time value: |
0.26 |
Break-even: |
197.40 |
Moneyness: |
1.09 |
Premium: |
0.01 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.01 |
Spread %: |
0.55% |
Delta: |
0.81 |
Theta: |
-0.19 |
Omega: |
8.64 |
Rho: |
0.06 |
Quote data
Open: |
1.83 |
High: |
1.83 |
Low: |
1.83 |
Previous Close: |
1.71 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.81% |
1 Month |
|
|
-11.17% |
3 Months |
|
|
-71.72% |
YTD |
|
|
-66.54% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.18 |
1.09 |
1M High / 1M Low: |
2.89 |
1.09 |
6M High / 6M Low: |
7.30 |
1.09 |
High (YTD): |
2024-02-12 |
7.30 |
Low (YTD): |
2024-05-31 |
1.09 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.67 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.31 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.78 |
Avg. volume 6M: |
|
2.56 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
406.50% |
Volatility 6M: |
|
192.98% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |