BVT Put 200 ADI 21.06.2024
/ DE000VM69L53
BVT Put 200 ADI 21.06.2024/ DE000VM69L53 /
| 2024-06-10 8:39:17 AM |
Chg.-0.006 |
Bid5:15:55 PM |
Ask5:15:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.025EUR |
-19.35% |
0.028
Bid Size: 48,000 |
0.066
Ask Size: 48,000 |
Analog Devices Inc |
200.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM69L5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-20 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-335.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.25 |
| Parity: |
-3.23 |
| Time value: |
0.07 |
| Break-even: |
184.90 |
| Moneyness: |
0.85 |
| Premium: |
0.15 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.04 |
| Spread %: |
150.00% |
| Delta: |
-0.06 |
| Theta: |
-0.13 |
| Omega: |
-20.50 |
| Rho: |
0.00 |
Quote data
| Open: |
0.025 |
| High: |
0.025 |
| Low: |
0.025 |
| Previous Close: |
0.031 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.56% |
| 1 Month |
|
|
-95.69% |
| 3 Months |
|
|
-97.88% |
| YTD |
|
|
-98.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.043 |
0.021 |
| 1M High / 1M Low: |
0.580 |
0.021 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-17 |
1.990 |
| Low (YTD): |
2024-06-06 |
0.021 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.034 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.160 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
623.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
