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BVT Call 270 ADP 21.06.2024/  DE000VM3Q9J6  /

Frankfurt Zert./VONT
23/05/2024  13:53:02 Chg.+0.008 Bid14:10:24 Ask14:10:24 Underlying Strike price Expiration date Option type
0.056EUR +16.67% 0.053
Bid Size: 11,000		 0.065
Ask Size: 11,000		 Automatic Data Proce... 270.00 USD 21/06/2024 Call
 

Master data

WKN: VM3Q9J
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 270.00 USD
Maturity: 21/06/2024
Issue date: 10/10/2023
Last trading day: 21/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 384.68
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.17
Parity: -1.48
Time value: 0.06
Break-even: 250.03
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 1.22
Spread abs.: 0.01
Spread %: 24.49%
Delta: 0.11
Theta: -0.04
Omega: 44.19
Rho: 0.02
 

Quote data

Open: 0.053
High: 0.056
Low: 0.053
Previous Close: 0.048
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+64.71%
1 Month
  -73.83%
3 Months
  -89.23%
YTD
  -81.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.048 0.023
1M High / 1M Low: 0.214 0.022
6M High / 6M Low: 0.530 0.022
High (YTD): 06/02/2024 0.530
Low (YTD): 15/05/2024 0.022
52W High: - -
52W Low: - -
Avg. price 1W:   0.032
Avg. volume 1W:   0.000
Avg. price 1M:   0.072
Avg. volume 1M:   0.000
Avg. price 6M:   0.273
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   551.22%
Volatility 6M:   278.51%
Volatility 1Y:   -
Volatility 3Y:   -