BVT Call 240 ADP 20.12.2024
/ DE000VD324F4
BVT Call 240 ADP 20.12.2024/ DE000VD324F4 /
| 2024-09-25 8:57:13 AM |
Chg.-0.23 |
Bid6:48:18 PM |
Ask6:48:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.63EUR |
-5.96% |
3.65
Bid Size: 14,000 |
3.67
Ask Size: 14,000 |
Automatic Data Proce... |
240.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD324F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-15 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.46 |
| Intrinsic value: |
3.27 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.16 |
| Parity: |
3.27 |
| Time value: |
0.45 |
| Break-even: |
251.66 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.54% |
| Delta: |
0.86 |
| Theta: |
-0.06 |
| Omega: |
5.72 |
| Rho: |
0.41 |
Quote data
| Open: |
3.63 |
| High: |
3.63 |
| Low: |
3.63 |
| Previous Close: |
3.86 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.15% |
| 1 Month |
|
|
+11.35% |
| 3 Months |
|
|
+70.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.04 |
3.74 |
| 1M High / 1M Low: |
4.04 |
3.13 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
