BVT Call 260 ADI 20.12.2024
/ DE000VD6K387
BVT Call 260 ADI 20.12.2024/ DE000VD6K387 /
| 2024-11-11 7:51:13 PM |
Chg.-0.060 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.136EUR |
-30.61% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
260.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD6K38 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
104.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.29 |
| Parity: |
-3.19 |
| Time value: |
0.20 |
| Break-even: |
244.70 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
3.04 |
| Spread abs.: |
0.01 |
| Spread %: |
5.24% |
| Delta: |
0.15 |
| Theta: |
-0.08 |
| Omega: |
16.04 |
| Rho: |
0.03 |
Quote data
| Open: |
0.210 |
| High: |
0.212 |
| Low: |
0.136 |
| Previous Close: |
0.196 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.50% |
| 1 Month |
|
|
-74.34% |
| 3 Months |
|
|
-73.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.181 |
| 1M High / 1M Low: |
0.580 |
0.181 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.238 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.382 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
315.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
