BVT Call 250 ADP 20.09.2024
/ DE000VM3Q9A5
BVT Call 250 ADP 20.09.2024/ DE000VM3Q9A5 /
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: |
|
- |