BVT Call 240 ADI 20.12.2024
/ DE000VD3LU45
BVT Call 240 ADI 20.12.2024/ DE000VD3LU45 /
| 2024-05-17 8:50:03 AM |
Chg.-0.07 |
Bid7:11:54 PM |
Ask7:11:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
-6.31% |
1.04
Bid Size: 52,000 |
1.05
Ask Size: 52,000 |
Analog Devices Inc |
240.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3LU4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
-2.38 |
| Time value: |
1.05 |
| Break-even: |
231.34 |
| Moneyness: |
0.89 |
| Premium: |
0.17 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
0.96% |
| Delta: |
0.38 |
| Theta: |
-0.05 |
| Omega: |
7.20 |
| Rho: |
0.39 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
1.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.30% |
| 1 Month |
|
|
+60.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.11 |
0.83 |
| 1M High / 1M Low: |
1.11 |
0.47 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
