BVT Call 270 ADI 20.09.2024
/ DE000VD6RJT1
BVT Call 270 ADI 20.09.2024/ DE000VD6RJT1 /
| 2024-07-05 8:57:08 AM |
Chg.-0.003 |
Bid10:00:06 PM |
Ask10:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.202EUR |
-1.46% |
-
Bid Size: - |
-
Ask Size: - |
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: |
89.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
-3.61 |
| Time value: |
0.24 |
| Break-even: |
251.48 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
1.22 |
| Spread abs.: |
0.01 |
| Spread %: |
4.82% |
| Delta: |
0.16 |
| Theta: |
-0.05 |
| Omega: |
14.36 |
| Rho: |
0.07 |
Quote data
| Open: |
0.202 |
| High: |
0.202 |
| Low: |
0.202 |
| Previous Close: |
0.205 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.98% |
| 1 Month |
|
|
-55.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.150 |
| 1M High / 1M Low: |
0.450 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.199 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.292 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
277.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
