BVT Put 230 ADP 20.09.2024
/ DE000VM3RHB9
BVT Put 230 ADP 20.09.2024/ DE000VM3RHB9 /
2024-06-10 5:02:25 PM |
Chg.+0.170 |
Bid5:55:50 PM |
Ask5:55:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.470EUR |
+56.67% |
0.450 Bid Size: 28,000 |
0.470 Ask Size: 28,000 |
Automatic Data Proce... |
230.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
VM3RHB |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Automatic Data Processing Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
230.00 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: |
-70.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.17 |
Parity: |
-2.07 |
Time value: |
0.33 |
Break-even: |
210.08 |
Moneyness: |
0.91 |
Premium: |
0.10 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.02 |
Spread %: |
6.45% |
Delta: |
-0.19 |
Theta: |
-0.03 |
Omega: |
-13.50 |
Rho: |
-0.13 |
Quote data
Open: |
0.320 |
High: |
0.470 |
Low: |
0.320 |
Previous Close: |
0.300 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-4.08% |
1 Month |
|
|
+9.30% |
3 Months |
|
|
-41.25% |
YTD |
|
|
-66.19% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.490 |
0.300 |
1M High / 1M Low: |
0.560 |
0.290 |
6M High / 6M Low: |
1.560 |
0.290 |
High (YTD): |
2024-01-02 |
1.380 |
Low (YTD): |
2024-05-22 |
0.290 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.406 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.407 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.791 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
221.19% |
Volatility 6M: |
|
134.43% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |