BVT Call 550 ADBE 20.09.2024
/ DE000VM3YCU6
BVT Call 550 ADBE 20.09.2024/ DE000VM3YCU6 /
2024-08-30 7:53:27 PM |
Chg.-0.090 |
Bid9:59:19 PM |
Ask9:59:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.300EUR |
-3.77% |
- Bid Size: - |
- Ask Size: - |
Adobe Inc |
550.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM3YCU |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Adobe Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
550.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-13 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
21.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.86 |
Intrinsic value: |
2.21 |
Implied volatility: |
0.14 |
Historic volatility: |
0.30 |
Parity: |
2.21 |
Time value: |
0.17 |
Break-even: |
521.66 |
Moneyness: |
1.04 |
Premium: |
0.00 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.42% |
Delta: |
0.91 |
Theta: |
-0.11 |
Omega: |
19.93 |
Rho: |
0.25 |
Quote data
Open: |
2.330 |
High: |
2.380 |
Low: |
2.300 |
Previous Close: |
2.390 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+22.34% |
1 Month |
|
|
+36.90% |
3 Months |
|
|
+489.74% |
YTD |
|
|
-18.44% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.390 |
1.890 |
1M High / 1M Low: |
2.390 |
1.110 |
6M High / 6M Low: |
2.540 |
0.390 |
High (YTD): |
2024-02-02 |
3.360 |
Low (YTD): |
2024-06-03 |
0.390 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.144 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.722 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.446 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
196.10% |
Volatility 6M: |
|
281.70% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |