BVT Call 220 ADI 21.02.2025
/ DE000VG1BSG1
BVT Call 220 ADI 21.02.2025/ DE000VG1BSG1 /
| 1/24/2025 9:30:47 AM |
Chg.-0.13 |
Bid1/24/2025 |
Ask1/24/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
-9.42% |
1.25
Bid Size: 11,000 |
1.30
Ask Size: 11,000 |
Analog Devices Inc |
220.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
VG1BSG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
12/18/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
0.39 |
| Time value: |
0.77 |
| Break-even: |
222.98 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
0.87% |
| Delta: |
0.60 |
| Theta: |
-0.17 |
| Omega: |
11.07 |
| Rho: |
0.09 |
Quote data
| Open: |
1.30 |
| High: |
1.30 |
| Low: |
1.19 |
| Previous Close: |
1.38 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.25% |
| 1 Month |
|
|
+23.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
+21.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
0.80 |
| 1M High / 1M Low: |
1.38 |
0.77 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
1.38 |
| Low (YTD): |
1/13/2025 |
0.77 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |