BVT Call 230 ADP 21.06.2024
/ DE000VM4M643
BVT Call 230 ADP 21.06.2024/ DE000VM4M643 /
| 2024-06-11 8:57:40 AM |
Chg.-0.46 |
Bid10:28:00 AM |
Ask10:28:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.58EUR |
-22.55% |
1.57
Bid Size: 4,000 |
1.68
Ask Size: 4,000 |
Automatic Data Proce... |
230.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM4M64 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
1.57 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
1.57 |
| Time value: |
0.04 |
| Break-even: |
229.79 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.26% |
| Delta: |
0.95 |
| Theta: |
-0.07 |
| Omega: |
13.54 |
| Rho: |
0.06 |
Quote data
| Open: |
1.58 |
| High: |
1.58 |
| Low: |
1.58 |
| Previous Close: |
2.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.80% |
| 1 Month |
|
|
-3.66% |
| 3 Months |
|
|
-15.05% |
| YTD |
|
|
-5.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.04 |
1.33 |
| 1M High / 1M Low: |
2.43 |
1.01 |
| 6M High / 6M Low: |
2.84 |
1.01 |
| High (YTD): |
2024-02-26 |
2.84 |
| Low (YTD): |
2024-05-30 |
1.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.30% |
| Volatility 6M: |
|
150.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
