BVT Call 210 ADP 21.06.2024
/ DE000VM4W1C9
BVT Call 210 ADP 21.06.2024/ DE000VM4W1C9 /
| 2024-06-05 1:53:32 PM |
Chg.+0.020 |
Bid2:23:49 PM |
Ask2:23:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.380EUR |
+0.60% |
3.380
Bid Size: 6,000 |
3.450
Ask Size: 6,000 |
Automatic Data Proce... |
210.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM4W1C |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.31 |
| Intrinsic value: |
3.28 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.17 |
| Parity: |
3.28 |
| Time value: |
0.05 |
| Break-even: |
226.28 |
| Moneyness: |
1.17 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.60% |
| Delta: |
0.97 |
| Theta: |
-0.06 |
| Omega: |
6.59 |
| Rho: |
0.08 |
Quote data
| Open: |
3.390 |
| High: |
3.390 |
| Low: |
3.380 |
| Previous Close: |
3.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.04% |
| 1 Month |
|
|
+11.18% |
| 3 Months |
|
|
-1.17% |
| YTD |
|
|
+14.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.360 |
2.840 |
| 1M High / 1M Low: |
4.180 |
2.840 |
| 6M High / 6M Low: |
4.510 |
2.730 |
| High (YTD): |
2024-02-23 |
4.510 |
| Low (YTD): |
2024-05-30 |
2.840 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.066 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.471 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.515 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.47% |
| Volatility 6M: |
|
79.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
