BVT Call 550 ADBE 21.06.2024
/ DE000VU8EJV0
BVT Call 550 ADBE 21.06.2024/ DE000VU8EJV0 /
| 2024-06-14 7:42:09 PM |
Chg.+0.004 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.173EUR |
+2.37% |
-
Bid Size: - |
-
Ask Size: - |
Adobe Inc |
550.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU8EJV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Adobe Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-13 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
261.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.31 |
| Parity: |
-2.31 |
| Time value: |
0.19 |
| Break-even: |
515.67 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
19.41 |
| Spread abs.: |
0.02 |
| Spread %: |
8.67% |
| Delta: |
0.16 |
| Theta: |
-0.46 |
| Omega: |
42.67 |
| Rho: |
0.01 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.173 |
| Previous Close: |
0.169 |
| Turnover: |
19.500 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.57% |
| 1 Month |
|
|
-60.68% |
| 3 Months |
|
|
-80.78% |
| YTD |
|
|
-93.87% |
| 1 Year |
|
|
-89.70% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.173 |
0.081 |
| 1M High / 1M Low: |
0.440 |
0.073 |
| 6M High / 6M Low: |
3.440 |
0.073 |
| High (YTD): |
2024-02-02 |
3.440 |
| Low (YTD): |
2024-06-03 |
0.073 |
| 52W High: |
2024-02-02 |
3.440 |
| 52W Low: |
2024-06-03 |
0.073 |
| Avg. price 1W: |
|
0.122 |
| Avg. volume 1W: |
|
15 |
| Avg. price 1M: |
|
0.220 |
| Avg. volume 1M: |
|
20.652 |
| Avg. price 6M: |
|
1.598 |
| Avg. volume 6M: |
|
3.800 |
| Avg. price 1Y: |
|
1.918 |
| Avg. volume 1Y: |
|
1.855 |
| Volatility 1M: |
|
441.57% |
| Volatility 6M: |
|
258.38% |
| Volatility 1Y: |
|
191.37% |
| Volatility 3Y: |
|
- |
