BVT Call 270 ADI 20.09.2024
/ DE000VD6RJT1
BVT Call 270 ADI 20.09.2024/ DE000VD6RJT1 /
| 2024-07-30 8:02:58 PM |
Chg.-0.002 |
Bid8:38:57 PM |
Ask8:38:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.207EUR |
-0.96% |
0.208
Bid Size: 50,000 |
0.219
Ask Size: 50,000 |
Analog Devices Inc |
270.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD6RJT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-24 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
95.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.25 |
| Parity: |
-3.94 |
| Time value: |
0.22 |
| Break-even: |
251.77 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
2.55 |
| Spread abs.: |
0.01 |
| Spread %: |
5.24% |
| Delta: |
0.15 |
| Theta: |
-0.07 |
| Omega: |
13.97 |
| Rho: |
0.04 |
Quote data
| Open: |
0.212 |
| High: |
0.217 |
| Low: |
0.191 |
| Previous Close: |
0.209 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.21% |
| 1 Month |
|
|
-7.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.228 |
0.184 |
| 1M High / 1M Low: |
0.430 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.269 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
344.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
