BVT Call 300 ADI 20.06.2025
/ DE000VD9U760
BVT Call 300 ADI 20.06.2025/ DE000VD9U760 /
| 9/5/2024 8:57:01 AM |
Chg.+0.080 |
Bid7:08:22 PM |
Ask7:08:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+14.29% |
0.620
Bid Size: 80,000 |
0.630
Ask Size: 80,000 |
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: |
30.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
-7.06 |
| Time value: |
0.65 |
| Break-even: |
277.25 |
| Moneyness: |
0.74 |
| Premium: |
0.39 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.01 |
| Spread %: |
1.56% |
| Delta: |
0.22 |
| Theta: |
-0.03 |
| Omega: |
6.75 |
| Rho: |
0.29 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.57% |
| 1 Month |
|
|
+68.42% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.560 |
| 1M High / 1M Low: |
0.820 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.738 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.651 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
314.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
