BVT Call 260 ADI 20.12.2024
/ DE000VD6K387
BVT Call 260 ADI 20.12.2024/ DE000VD6K387 /
| 2024-09-24 7:53:18 PM |
Chg.+0.030 |
Bid9:55:03 PM |
Ask9:55:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+7.32% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
260.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD6K38 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
48.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.28 |
| Parity: |
-3.06 |
| Time value: |
0.42 |
| Break-even: |
238.20 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.01 |
| Spread %: |
2.44% |
| Delta: |
0.23 |
| Theta: |
-0.06 |
| Omega: |
11.32 |
| Rho: |
0.10 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.430 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.33% |
| 1 Month |
|
|
-26.67% |
| 3 Months |
|
|
-52.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.410 |
| 1M High / 1M Low: |
0.720 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.503 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
371.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
