BVT Call 240 ADI 21.03.2025
/ DE000VD9GCF2
BVT Call 240 ADI 21.03.2025/ DE000VD9GCF2 /
| 2024-12-23 8:52:45 AM |
Chg.+0.120 |
Bid8:49:17 PM |
Ask8:49:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+27.27% |
0.520
Bid Size: 78,000 |
0.530
Ask Size: 78,000 |
Analog Devices Inc |
240.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
VD9GCF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-08 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
39.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.30 |
| Parity: |
-2.70 |
| Time value: |
0.51 |
| Break-even: |
235.13 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
0.27 |
| Theta: |
-0.07 |
| Omega: |
10.63 |
| Rho: |
0.12 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.15% |
| 1 Month |
|
|
-30.00% |
| 3 Months |
|
|
-64.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.440 |
| 1M High / 1M Low: |
1.220 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.714 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
279.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
