BVT Call 240 ADP 20.09.2024
/ DE000VM3Q9E7
BVT Call 240 ADP 20.09.2024/ DE000VM3Q9E7 /
| 2024-06-24 8:34:43 AM |
Chg.+0.11 |
Bid7:25:23 PM |
Ask7:25:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.58EUR |
+7.48% |
1.64
Bid Size: 19,000 |
1.66
Ask Size: 19,000 |
Automatic Data Proce... |
240.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3Q9E |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
0.75 |
| Time value: |
0.85 |
| Break-even: |
240.56 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
1.27% |
| Delta: |
0.66 |
| Theta: |
-0.07 |
| Omega: |
9.56 |
| Rho: |
0.33 |
Quote data
| Open: |
1.58 |
| High: |
1.58 |
| Low: |
1.58 |
| Previous Close: |
1.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.40% |
| 1 Month |
|
|
-13.66% |
| 3 Months |
|
|
-24.76% |
| YTD |
|
|
-0.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
1.25 |
| 1M High / 1M Low: |
1.83 |
1.04 |
| 6M High / 6M Low: |
2.60 |
1.04 |
| High (YTD): |
2024-02-26 |
2.60 |
| Low (YTD): |
2024-05-30 |
1.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.39% |
| Volatility 6M: |
|
134.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
