BVT Call 250 ADP 20.09.2024
/ DE000VM3Q9A5
BVT Call 250 ADP 20.09.2024/ DE000VM3Q9A5 /
| 2024-07-31 8:37:20 AM |
Chg.+0.30 |
Bid6:26:18 PM |
Ask6:26:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
+26.32% |
1.79
Bid Size: 18,000 |
1.81
Ask Size: 18,000 |
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: |
17.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
0.72 |
| Time value: |
0.62 |
| Break-even: |
244.55 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
1.52% |
| Delta: |
0.67 |
| Theta: |
-0.09 |
| Omega: |
11.86 |
| Rho: |
0.20 |
Quote data
| Open: |
1.44 |
| High: |
1.44 |
| Low: |
1.44 |
| Previous Close: |
1.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+89.47% |
| 1 Month |
|
|
+161.82% |
| 3 Months |
|
|
+26.32% |
| YTD |
|
|
+24.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.14 |
0.75 |
| 1M High / 1M Low: |
1.14 |
0.36 |
| 6M High / 6M Low: |
1.96 |
0.36 |
| High (YTD): |
2024-02-26 |
1.96 |
| Low (YTD): |
2024-07-11 |
0.36 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.50% |
| Volatility 6M: |
|
183.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
