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BVT Call 240 ADP 21.06.2024/  DE000VM3Q9F4  /

Frankfurt Zert./VONT
2024-05-23  10:17:00 AM Chg.+0.040 Bid1:28:11 PM Ask1:28:11 PM Underlying Strike price Expiration date Option type
1.480EUR +2.78% 1.520
Bid Size: 4,000		 1.630
Ask Size: 4,000		 Automatic Data Proce... 240.00 USD 2024-06-21 Call
 

Master data

WKN: VM3Q9F
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 240.00 USD
Maturity: 2024-06-21
Issue date: 2023-10-10
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.07
Leverage: Yes

Calculated values

Fair value: 1.41
Intrinsic value: 1.30
Implied volatility: 0.20
Historic volatility: 0.17
Parity: 1.30
Time value: 0.16
Break-even: 236.31
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 1.39%
Delta: 0.86
Theta: -0.07
Omega: 13.81
Rho: 0.15
 

Quote data

Open: 1.480
High: 1.480
Low: 1.480
Previous Close: 1.440
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+39.62%
1 Month  
+11.28%
3 Months
  -29.52%
YTD  
+29.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.440 1.060
1M High / 1M Low: 1.440 0.660
6M High / 6M Low: 2.100 0.660
High (YTD): 2024-02-23 2.100
Low (YTD): 2024-05-03 0.660
52W High: - -
52W Low: - -
Avg. price 1W:   1.222
Avg. volume 1W:   0.000
Avg. price 1M:   1.025
Avg. volume 1M:   0.000
Avg. price 6M:   1.317
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   226.16%
Volatility 6M:   151.78%
Volatility 1Y:   -
Volatility 3Y:   -