BVT Call 210 ADP 21.06.2024
/ DE000VM4W1C9
BVT Call 210 ADP 21.06.2024/ DE000VM4W1C9 /
| 2024-05-23 8:41:05 AM |
Chg.+0.26 |
Bid1:27:19 PM |
Ask1:27:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.25EUR |
+6.52% |
4.25
Bid Size: 400 |
4.36
Ask Size: 400 |
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: |
5.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.12 |
| Intrinsic value: |
4.07 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.17 |
| Parity: |
4.07 |
| Time value: |
0.11 |
| Break-even: |
235.79 |
| Moneyness: |
1.21 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.48% |
| Delta: |
0.95 |
| Theta: |
-0.07 |
| Omega: |
5.36 |
| Rho: |
0.14 |
Quote data
| Open: |
4.25 |
| High: |
4.25 |
| Low: |
4.25 |
| Previous Close: |
3.99 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.48% |
| 1 Month |
|
|
+15.80% |
| 3 Months |
|
|
-4.71% |
| YTD |
|
|
+44.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.01 |
3.47 |
| 1M High / 1M Low: |
4.01 |
3.14 |
| 6M High / 6M Low: |
4.51 |
2.72 |
| High (YTD): |
2024-02-26 |
4.51 |
| Low (YTD): |
2024-01-11 |
2.96 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.19% |
| Volatility 6M: |
|
80.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
