BVT Call 240 ADP 20.12.2024
/ DE000VD324F4
BVT Call 240 ADP 20.12.2024/ DE000VD324F4 /
| 11/13/2024 10:35:42 AM |
Chg.-0.090 |
Bid1:46:27 PM |
Ask1:46:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.520EUR |
-1.36% |
6.470
Bid Size: 5,000 |
6.560
Ask Size: 5,000 |
Automatic Data Proce... |
240.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/15/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.47 |
| Intrinsic value: |
6.40 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.14 |
| Parity: |
6.40 |
| Time value: |
0.17 |
| Break-even: |
291.76 |
| Moneyness: |
1.28 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.31% |
| Delta: |
0.95 |
| Theta: |
-0.08 |
| Omega: |
4.20 |
| Rho: |
0.21 |
Quote data
| Open: |
6.520 |
| High: |
6.520 |
| Low: |
6.520 |
| Previous Close: |
6.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.49% |
| 1 Month |
|
|
+39.61% |
| 3 Months |
|
|
+140.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.610 |
6.210 |
| 1M High / 1M Low: |
6.610 |
4.570 |
| 6M High / 6M Low: |
6.610 |
1.050 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.370 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.214 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.059 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.98% |
| Volatility 6M: |
|
120.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
