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BVT Call 260 ADP 20.09.2024/  DE000VM3Q885  /

Frankfurt Zert./VONT
18/09/2024  19:44:02 Chg.-0.010 Bid20:52:35 Ask20:52:35 Underlying Strike price Expiration date Option type
1.760EUR -0.56% 1.610
Bid Size: 13,000		 1.630
Ask Size: 13,000		 Automatic Data Proce... 260.00 USD 20/09/2024 Call
 

Master data

WKN: VM3Q88
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 260.00 USD
Maturity: 20/09/2024
Issue date: 10/10/2023
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.03
Leverage: Yes

Calculated values

Fair value: 1.75
Intrinsic value: 1.75
Implied volatility: 0.68
Historic volatility: 0.16
Parity: 1.75
Time value: 0.04
Break-even: 251.67
Moneyness: 1.07
Premium: 0.00
Premium p.a.: 0.38
Spread abs.: 0.02
Spread %: 1.13%
Delta: 0.93
Theta: -0.45
Omega: 13.04
Rho: 0.01
 

Quote data

Open: 1.710
High: 1.760
Low: 1.670
Previous Close: 1.770
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+23.08%
1 Month  
+158.82%
3 Months  
+329.27%
YTD  
+109.52%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.770 1.430
1M High / 1M Low: 1.770 0.600
6M High / 6M Low: 1.770 0.121
High (YTD): 17/09/2024 1.770
Low (YTD): 10/07/2024 0.121
52W High: - -
52W Low: - -
Avg. price 1W:   1.632
Avg. volume 1W:   0.000
Avg. price 1M:   1.276
Avg. volume 1M:   17.045
Avg. price 6M:   0.684
Avg. volume 6M:   45.543
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   297.36%
Volatility 6M:   267.58%
Volatility 1Y:   -
Volatility 3Y:   -