BVT Call 220 ADI 20.09.2024
/ DE000VM7NNB7
BVT Call 220 ADI 20.09.2024/ DE000VM7NNB7 /
| 07/06/2024 08:49:59 |
Chg.+0.12 |
Bid22:00:04 |
Ask22:00:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.50EUR |
+5.04% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
220.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM7NNB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.06 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
1.37 |
| Time value: |
0.95 |
| Break-even: |
226.87 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
0.87% |
| Delta: |
0.70 |
| Theta: |
-0.07 |
| Omega: |
6.60 |
| Rho: |
0.37 |
Quote data
| Open: |
2.50 |
| High: |
2.50 |
| Low: |
2.50 |
| Previous Close: |
2.38 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.87% |
| 1 Month |
|
|
+197.62% |
| 3 Months |
|
|
+145.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.50 |
2.03 |
| 1M High / 1M Low: |
2.85 |
0.84 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
509.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
