BVT Call 300 ADI 20.06.2025
/ DE000VD9U760
BVT Call 300 ADI 20.06.2025/ DE000VD9U760 /
| 11/12/2024 7:43:25 PM |
Chg.-0.030 |
Bid9:58:56 PM |
Ask9:58:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-7.69% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
300.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
VD9U76 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
7/12/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
49.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.29 |
| Parity: |
-7.46 |
| Time value: |
0.42 |
| Break-even: |
285.54 |
| Moneyness: |
0.73 |
| Premium: |
0.38 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.01 |
| Spread %: |
2.44% |
| Delta: |
0.16 |
| Theta: |
-0.03 |
| Omega: |
8.09 |
| Rho: |
0.18 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.360 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.28% |
| 1 Month |
|
|
-49.30% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.390 |
| 1M High / 1M Low: |
0.740 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.466 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.577 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
