BVT Call 260 ADP 20.12.2024
/ DE000VD3SKV0
BVT Call 260 ADP 20.12.2024/ DE000VD3SKV0 /
9/2/2024 7:54:50 PM |
Chg.+0.230 |
Bid7:54:50 PM |
Ask7:54:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.240EUR |
+11.44% |
- Bid Size: - |
- Ask Size: - |
Automatic Data Proce... |
260.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
VD3SKV |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Automatic Data Processing Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
260.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
4/10/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.94 |
Intrinsic value: |
1.44 |
Implied volatility: |
0.21 |
Historic volatility: |
0.16 |
Parity: |
1.44 |
Time value: |
0.73 |
Break-even: |
257.11 |
Moneyness: |
1.06 |
Premium: |
0.03 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
0.93% |
Delta: |
0.74 |
Theta: |
-0.06 |
Omega: |
8.57 |
Rho: |
0.49 |
Quote data
Open: |
2.150 |
High: |
2.250 |
Low: |
2.150 |
Previous Close: |
2.010 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+27.27% |
1 Month |
|
|
+44.52% |
3 Months |
|
|
+176.54% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.080 |
1.760 |
1M High / 1M Low: |
2.080 |
1.380 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.976 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.627 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
107.84% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |