BVT Call 210 ADI 21.03.2025
/ DE000VC1YZV1
BVT Call 210 ADI 21.03.2025/ DE000VC1YZV1 /
| 1/23/2025 8:16:38 AM |
Chg.+0.10 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.00EUR |
+5.26% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
210.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VC1YZV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
8/13/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
1.35 |
| Time value: |
0.70 |
| Break-even: |
222.27 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
0.49% |
| Delta: |
0.71 |
| Theta: |
-0.10 |
| Omega: |
7.45 |
| Rho: |
0.21 |
Quote data
| Open: |
2.00 |
| High: |
2.00 |
| Low: |
2.00 |
| Previous Close: |
1.90 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.56% |
| 1 Month |
|
|
+17.65% |
| 3 Months |
|
|
-34.21% |
| YTD |
|
|
+15.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.95 |
1.53 |
| 1M High / 1M Low: |
1.97 |
1.44 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
1.97 |
| Low (YTD): |
1/13/2025 |
1.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.78 |
| Avg. volume 1W: |
|
600 |
| Avg. price 1M: |
|
1.72 |
| Avg. volume 1M: |
|
166.67 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |