BVT Put 250 ADP 20.09.2024
/ DE000VM3S7M2
BVT Put 250 ADP 20.09.2024/ DE000VM3S7M2 /
| 2024-06-13 7:47:06 PM |
Chg.+0.160 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
+15.09% |
-
Bid Size: - |
-
Ask Size: - |
Automatic Data Proce... |
250.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM3S7M |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
0.36 |
| Time value: |
0.72 |
| Break-even: |
220.41 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.89% |
| Delta: |
-0.50 |
| Theta: |
-0.04 |
| Omega: |
-10.51 |
| Rho: |
-0.34 |
Quote data
| Open: |
1.010 |
| High: |
1.220 |
| Low: |
1.010 |
| Previous Close: |
1.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.00% |
| 1 Month |
|
|
+23.23% |
| 3 Months |
|
|
-10.29% |
| YTD |
|
|
-47.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.780 |
| 1M High / 1M Low: |
1.390 |
0.760 |
| 6M High / 6M Low: |
2.560 |
0.760 |
| High (YTD): |
2024-01-02 |
2.280 |
| Low (YTD): |
2024-05-22 |
0.760 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.031 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.477 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.16% |
| Volatility 6M: |
|
132.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
