BVT Call 230 ADP 20.09.2024
/ DE000VM7N0J4
BVT Call 230 ADP 20.09.2024/ DE000VM7N0J4 /
| 2024-07-31 8:44:45 AM |
Chg.+0.41 |
Bid5:44:51 PM |
Ask5:44:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.02EUR |
+15.71% |
3.70
Bid Size: 14,000 |
3.72
Ask Size: 14,000 |
Automatic Data Proce... |
230.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7N0J |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.68 |
| Intrinsic value: |
2.56 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.16 |
| Parity: |
2.56 |
| Time value: |
0.31 |
| Break-even: |
241.35 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.70% |
| Delta: |
0.86 |
| Theta: |
-0.08 |
| Omega: |
7.17 |
| Rho: |
0.25 |
Quote data
| Open: |
3.02 |
| High: |
3.02 |
| Low: |
3.02 |
| Previous Close: |
2.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.89% |
| 1 Month |
|
|
+93.59% |
| 3 Months |
|
|
+31.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.61 |
2.03 |
| 1M High / 1M Low: |
2.61 |
1.16 |
| 6M High / 6M Low: |
3.29 |
1.16 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.52% |
| Volatility 6M: |
|
124.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
