BVT Call 210 ADI 20.12.2024
/ DE000VD3LUV4
BVT Call 210 ADI 20.12.2024/ DE000VD3LUV4 /
| 06/06/2024 08:48:52 |
Chg.+0.34 |
Bid12:50:20 |
Ask12:50:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.68EUR |
+10.18% |
3.70
Bid Size: 6,000 |
3.78
Ask Size: 6,000 |
Analog Devices Inc |
210.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3LUV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
08/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.21 |
| Intrinsic value: |
2.36 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
2.36 |
| Time value: |
1.35 |
| Break-even: |
230.22 |
| Moneyness: |
1.12 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.54% |
| Delta: |
0.74 |
| Theta: |
-0.06 |
| Omega: |
4.35 |
| Rho: |
0.67 |
Quote data
| Open: |
3.68 |
| High: |
3.68 |
| Low: |
3.68 |
| Previous Close: |
3.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.26% |
| 1 Month |
|
|
+138.96% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.61 |
3.01 |
| 1M High / 1M Low: |
4.15 |
1.54 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
293.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
