BVT Call 230 ADP 21.06.2024
/ DE000VM4M643
BVT Call 230 ADP 21.06.2024/ DE000VM4M643 /
| 2024-06-04 7:42:34 PM |
Chg.+0.220 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.540EUR |
+16.67% |
-
Bid Size: - |
-
Ask Size: - |
Automatic Data Proce... |
230.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM4M64 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
1.29 |
| Time value: |
0.10 |
| Break-even: |
224.77 |
| Moneyness: |
1.06 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.46% |
| Delta: |
0.88 |
| Theta: |
-0.09 |
| Omega: |
14.22 |
| Rho: |
0.09 |
Quote data
| Open: |
1.320 |
| High: |
1.540 |
| Low: |
1.320 |
| Previous Close: |
1.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.26% |
| 1 Month |
|
|
+14.07% |
| 3 Months |
|
|
-21.83% |
| YTD |
|
|
-6.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.320 |
1.100 |
| 1M High / 1M Low: |
2.320 |
1.100 |
| 6M High / 6M Low: |
2.860 |
1.100 |
| High (YTD): |
2024-02-23 |
2.860 |
| Low (YTD): |
2024-05-30 |
1.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.244 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.689 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.952 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.72% |
| Volatility 6M: |
|
124.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
