BVT Call 280 ADP 20.12.2024/  DE000VD3SK08  /

EUWAX
31/10/2024  08:44:20 Chg.+0.09 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
1.56EUR +6.12% -
Bid Size: -
-
Ask Size: -
Automatic Data Proce... 280.00 USD 20/12/2024 Call
 

Master data

WKN: VD3SK0
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 280.00 USD
Maturity: 20/12/2024
Issue date: 10/04/2024
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.05
Leverage: Yes

Calculated values

Fair value: 1.40
Intrinsic value: 1.18
Implied volatility: 0.23
Historic volatility: 0.14
Parity: 1.18
Time value: 0.50
Break-even: 274.67
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 1.20%
Delta: 0.73
Theta: -0.09
Omega: 11.75
Rho: 0.25
 

Quote data

Open: 1.56
High: 1.56
Low: 1.56
Previous Close: 1.47
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month  
+90.24%
3 Months  
+126.09%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.69 1.37
1M High / 1M Low: 1.81 0.82
6M High / 6M Low: 1.81 0.17
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.53
Avg. volume 1W:   0.00
Avg. price 1M:   1.48
Avg. volume 1M:   0.00
Avg. price 6M:   0.73
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.72%
Volatility 6M:   222.39%
Volatility 1Y:   -
Volatility 3Y:   -