BVT Put 220 ADP 20.09.2024
/ DE000VM3RHC7
BVT Put 220 ADP 20.09.2024/ DE000VM3RHC7 /
| 2024-05-28 8:37:24 AM |
Chg.-0.010 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-4.17% |
-
Bid Size: - |
-
Ask Size: - |
Automatic Data Proce... |
220.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM3RHC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-88.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
-2.66 |
| Time value: |
0.26 |
| Break-even: |
199.95 |
| Moneyness: |
0.88 |
| Premium: |
0.13 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.02 |
| Spread %: |
8.33% |
| Delta: |
-0.15 |
| Theta: |
-0.03 |
| Omega: |
-13.07 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.00% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-47.73% |
| YTD |
|
|
-78.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.183 |
| 1M High / 1M Low: |
0.480 |
0.183 |
| 6M High / 6M Low: |
1.230 |
0.183 |
| High (YTD): |
2024-01-02 |
1.070 |
| Low (YTD): |
2024-05-23 |
0.183 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.292 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.630 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.59% |
| Volatility 6M: |
|
132.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
