BVT Call 260 ADI 20.09.2024/  DE000VD6RJY1  /

EUWAX
7/31/2024  8:54:53 AM Chg.+0.020 Bid9:27:08 AM Ask9:27:08 AM Underlying Strike price Expiration date Option type
0.340EUR +6.25% 0.340
Bid Size: 10,000
0.370
Ask Size: 10,000
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: 61.82
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.25
Parity: -3.01
Time value: 0.34
Break-even: 243.71
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 1.83
Spread abs.: 0.02
Spread %: 6.25%
Delta: 0.21
Theta: -0.09
Omega: 12.95
Rho: 0.06
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.320
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.03%
1 Month  
+6.25%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.240
1M High / 1M Low: 0.620 0.240
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.298
Avg. volume 1W:   0.000
Avg. price 1M:   0.405
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   365.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -