BVT Put 240 ADP 20.09.2024
/ DE000VM3RHD5
BVT Put 240 ADP 20.09.2024/ DE000VM3RHD5 /
| 2024-06-28 8:37:28 AM |
Chg.-0.040 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-4.30% |
-
Bid Size: - |
-
Ask Size: - |
Automatic Data Proce... |
240.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM3RHD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 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: |
-23.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
0.25 |
| Time value: |
0.71 |
| Break-even: |
214.54 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
2.13% |
| Delta: |
-0.49 |
| Theta: |
-0.04 |
| Omega: |
-11.32 |
| Rho: |
-0.27 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.06% |
| 1 Month |
|
|
+9.88% |
| 3 Months |
|
|
+3.49% |
| YTD |
|
|
-50.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.510 |
| 1M High / 1M Low: |
0.950 |
0.510 |
| 6M High / 6M Low: |
1.790 |
0.450 |
| High (YTD): |
2024-01-02 |
1.780 |
| Low (YTD): |
2024-05-23 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.700 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.701 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.977 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
279.68% |
| Volatility 6M: |
|
173.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
