BVT Call 240 ADP 20.09.2024
/ DE000VM3Q9E7
BVT Call 240 ADP 20.09.2024/ DE000VM3Q9E7 /
| 9/2/2024 7:55:12 PM |
Chg.+0.300 |
Bid7:55:12 PM |
Ask7:55:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.430EUR |
+9.58% |
-
Bid Size: - |
-
Ask Size: - |
Automatic Data Proce... |
240.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.29 |
| Intrinsic value: |
3.25 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.16 |
| Parity: |
3.25 |
| Time value: |
0.09 |
| Break-even: |
250.70 |
| Moneyness: |
1.15 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.60% |
| Delta: |
0.95 |
| Theta: |
-0.09 |
| Omega: |
7.09 |
| Rho: |
0.10 |
Quote data
| Open: |
3.320 |
| High: |
3.440 |
| Low: |
3.320 |
| Previous Close: |
3.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.50% |
| 1 Month |
|
|
+51.10% |
| 3 Months |
|
|
+183.47% |
| YTD |
|
|
+115.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.220 |
2.800 |
| 1M High / 1M Low: |
3.220 |
2.040 |
| 6M High / 6M Low: |
3.220 |
0.610 |
| High (YTD): |
8/29/2024 |
3.220 |
| Low (YTD): |
7/10/2024 |
0.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.499 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.701 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.44% |
| Volatility 6M: |
|
160.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
