BVT Call 270 ADI 20.12.2024
/ DE000VD6RJU9
BVT Call 270 ADI 20.12.2024/ DE000VD6RJU9 /
| 9/5/2024 7:53:53 PM |
Chg.-0.030 |
Bid9:57:11 PM |
Ask9:57:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-8.82% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
270.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD6RJU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
5/24/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
58.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
-4.35 |
| Time value: |
0.34 |
| Break-even: |
247.08 |
| Moneyness: |
0.82 |
| Premium: |
0.23 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
0.18 |
| Theta: |
-0.05 |
| Omega: |
10.73 |
| Rho: |
0.10 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.280 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.42% |
| 1 Month |
|
|
-8.82% |
| 3 Months |
|
|
-68.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.280 |
| 1M High / 1M Low: |
0.510 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.380 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
341.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
