BVT Put 180 ADI 20.09.2024
/ DE000VM7NLJ4
BVT Put 180 ADI 20.09.2024/ DE000VM7NLJ4 /
| 07/06/2024 08:49:57 |
Chg.-0.005 |
Bid22:00:05 |
Ask22:00:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.101EUR |
-4.72% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
180.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM7NLJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-192.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
-5.27 |
| Time value: |
0.11 |
| Break-even: |
164.13 |
| Moneyness: |
0.76 |
| Premium: |
0.25 |
| Premium p.a.: |
1.15 |
| Spread abs.: |
0.01 |
| Spread %: |
10.78% |
| Delta: |
-0.06 |
| Theta: |
-0.02 |
| Omega: |
-11.13 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.101 |
| High: |
0.101 |
| Low: |
0.101 |
| Previous Close: |
0.106 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.55% |
| 1 Month |
|
|
-81.96% |
| 3 Months |
|
|
-89.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.152 |
0.106 |
| 1M High / 1M Low: |
0.560 |
0.089 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.125 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.255 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
324.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
