BVT Call 540 ADBE 06.09.2024
/ DE000VC2YUN7
BVT Call 540 ADBE 06.09.2024/ DE000VC2YUN7 /
8/30/2024 7:41:30 PM |
Chg.-0.230 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.130EUR |
-6.85% |
- Bid Size: - |
- Ask Size: - |
Adobe Inc |
540.00 USD |
9/6/2024 |
Call |
Master data
WKN: |
VC2YUN |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Adobe Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
540.00 USD |
Maturity: |
9/6/2024 |
Issue date: |
8/29/2024 |
Last trading day: |
9/6/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.19 |
Intrinsic value: |
3.11 |
Implied volatility: |
0.41 |
Historic volatility: |
0.30 |
Parity: |
3.11 |
Time value: |
0.19 |
Break-even: |
521.81 |
Moneyness: |
1.06 |
Premium: |
0.00 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.02 |
Spread %: |
0.61% |
Delta: |
0.89 |
Theta: |
-0.48 |
Omega: |
13.96 |
Rho: |
0.07 |
Quote data
Open: |
3.230 |
High: |
3.390 |
Low: |
3.130 |
Previous Close: |
3.360 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
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1 Month |
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3 Months |
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YTD |
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1 Year |
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3 Years |
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5 Years |
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10 Years |
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1W High / 1W Low: |
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1M High / 1M Low: |
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6M High / 6M Low: |
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- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
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Avg. volume 1W: |
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Avg. price 1M: |
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Avg. volume 1M: |
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Avg. price 6M: |
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Avg. volume 6M: |
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Avg. price 1Y: |
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Avg. volume 1Y: |
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Volatility 1M: |
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Volatility 6M: |
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Volatility 1Y: |
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Volatility 3Y: |
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