BVT Call 260 ADI 20.09.2024
/ DE000VD6RJY1
BVT Call 260 ADI 20.09.2024/ DE000VD6RJY1 /
| 9/5/2024 7:45:06 PM |
Chg.-0.002 |
Bid7:56:42 PM |
Ask7:56:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.015EUR |
-11.76% |
0.014
Bid Size: 80,000 |
0.060
Ask Size: 80,000 |
Analog Devices Inc |
260.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VD6RJY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
5/24/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
333.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.27 |
| Parity: |
-3.45 |
| Time value: |
0.06 |
| Break-even: |
235.25 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
49.85 |
| Spread abs.: |
0.04 |
| Spread %: |
160.87% |
| Delta: |
0.07 |
| Theta: |
-0.09 |
| Omega: |
22.99 |
| Rho: |
0.01 |
Quote data
| Open: |
0.029 |
| High: |
0.029 |
| Low: |
0.015 |
| Previous Close: |
0.017 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-80.52% |
| 1 Month |
|
|
-90.38% |
| 3 Months |
|
|
-97.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.077 |
0.007 |
| 1M High / 1M Low: |
0.156 |
0.007 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.083 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
795.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
