BVT Call 460 ADBE 22.11.2024
/ DE000VC6T6V2
BVT Call 460 ADBE 22.11.2024/ DE000VC6T6V2 /
| 12/11/2024 08:44:00 |
Chg.+0.73 |
Bid21:15:11 |
Ask21:15:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.36EUR |
+20.11% |
6.55
Bid Size: 14,000 |
6.57
Ask Size: 14,000 |
Adobe Inc |
460.00 USD |
22/11/2024 |
Call |
Master data
| WKN: |
VC6T6V |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Adobe Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
22/11/2024 |
| Issue date: |
29/10/2024 |
| Last trading day: |
22/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.24 |
| Intrinsic value: |
4.17 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.31 |
| Parity: |
4.17 |
| Time value: |
0.23 |
| Break-even: |
475.39 |
| Moneyness: |
1.10 |
| Premium: |
0.00 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
0.46% |
| Delta: |
0.89 |
| Theta: |
-0.37 |
| Omega: |
9.61 |
| Rho: |
0.10 |
Quote data
| Open: |
4.36 |
| High: |
4.36 |
| Low: |
4.36 |
| Previous Close: |
3.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.29% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.49 |
2.72 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
