BVT Call 210 ADI 21.06.2024
/ DE000VM573X8
BVT Call 210 ADI 21.06.2024/ DE000VM573X8 /
| 5/17/2024 10:32:19 AM |
Chg.-0.060 |
Bid10:42:32 AM |
Ask10:42:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
-6.25% |
0.890
Bid Size: 9,000 |
0.950
Ask Size: 9,000 |
Analog Devices Inc |
210.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM573X |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
12/1/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
0.38 |
| Time value: |
0.55 |
| Break-even: |
202.53 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
1.09% |
| Delta: |
0.62 |
| Theta: |
-0.11 |
| Omega: |
13.15 |
| Rho: |
0.11 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.86% |
| 1 Month |
|
|
+109.30% |
| 3 Months |
|
|
+52.54% |
| YTD |
|
|
-18.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.630 |
| 1M High / 1M Low: |
1.010 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
5/15/2024 |
1.010 |
| Low (YTD): |
4/19/2024 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.820 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.572 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
305.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
