BVT Put 170 ADI 20.12.2024
/ DE000VD3PPE1
BVT Put 170 ADI 20.12.2024/ DE000VD3PPE1 /
| 5/31/2024 8:33:32 AM |
Chg.-0.020 |
Bid9:21:50 PM |
Ask9:21:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-7.14% |
0.230
Bid Size: 48,000 |
0.250
Ask Size: 48,000 |
Analog Devices Inc |
170.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/9/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-78.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
-4.23 |
| Time value: |
0.27 |
| Break-even: |
167.30 |
| Moneyness: |
0.80 |
| Premium: |
0.21 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.02 |
| Spread %: |
8.00% |
| Delta: |
-0.11 |
| Theta: |
-0.02 |
| Omega: |
-8.65 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.280 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.72% |
| 1 Month |
|
|
-60.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.219 |
| 1M High / 1M Low: |
0.820 |
0.181 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.237 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.455 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
