BVT Call 250 ADP 20.09.2024/  DE000VM3Q9A5  /

EUWAX
2024-09-02  8:38:18 AM Chg.+0.16 Bid5:30:03 PM Ask5:30:03 PM Underlying Strike price Expiration date Option type
2.42EUR +7.08% -
Bid Size: -
-
Ask Size: -
Automatic Data Proce... 250.00 USD 2024-09-20 Call
 

Master data

WKN: VM3Q9A
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 2024-09-20
Issue date: 2023-10-10
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.28
Leverage: Yes

Calculated values

Fair value: 2.39
Intrinsic value: 2.35
Implied volatility: 0.30
Historic volatility: 0.16
Parity: 2.35
Time value: 0.08
Break-even: 250.65
Moneyness: 1.10
Premium: 0.00
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.83%
Delta: 0.94
Theta: -0.08
Omega: 9.66
Rho: 0.10
 

Quote data

Open: 2.42
High: 2.42
Low: 2.42
Previous Close: 2.26
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.72%
1 Month  
+95.16%
3 Months  
+261.19%
YTD  
+108.62%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.30 1.88
1M High / 1M Low: 2.30 1.00
6M High / 6M Low: 2.30 0.36
High (YTD): 2024-08-28 2.30
Low (YTD): 2024-07-11 0.36
52W High: - -
52W Low: - -
Avg. price 1W:   2.11
Avg. volume 1W:   0.00
Avg. price 1M:   1.62
Avg. volume 1M:   0.00
Avg. price 6M:   1.12
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   300.71%
Volatility 6M:   222.11%
Volatility 1Y:   -
Volatility 3Y:   -