BVT Put 170 ADI 20.12.2024
/ DE000VD3PPE1
BVT Put 170 ADI 20.12.2024/ DE000VD3PPE1 /
| 2024-06-13 8:32:34 AM |
Chg.-0.021 |
Bid10:00:05 PM |
Ask10:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.169EUR |
-11.05% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
170.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD3PPE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-118.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-5.05 |
| Time value: |
0.19 |
| Break-even: |
168.14 |
| Moneyness: |
0.77 |
| Premium: |
0.24 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.01 |
| Spread %: |
6.90% |
| Delta: |
-0.08 |
| Theta: |
-0.02 |
| Omega: |
-9.43 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.169 |
| High: |
0.169 |
| Low: |
0.169 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.36% |
| 1 Month |
|
|
-66.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.207 |
0.190 |
| 1M High / 1M Low: |
0.510 |
0.181 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.199 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.288 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
