BVT Put 230 ADP 21.06.2024
/ DE000VM3RGW7
BVT Put 230 ADP 21.06.2024/ DE000VM3RGW7 /
| 2024-06-05 8:04:14 PM |
Chg.+0.004 |
Bid9:58:12 PM |
Ask9:58:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.074EUR |
+5.71% |
-
Bid Size: - |
-
Ask Size: - |
Automatic Data Proce... |
230.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM3RGW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
230.00 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: |
-259.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
-1.44 |
| Time value: |
0.09 |
| Break-even: |
210.49 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
3.45 |
| Spread abs.: |
0.01 |
| Spread %: |
16.00% |
| Delta: |
-0.13 |
| Theta: |
-0.08 |
| Omega: |
-32.50 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.067 |
| High: |
0.076 |
| Low: |
0.064 |
| Previous Close: |
0.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.76% |
| 1 Month |
|
|
-67.83% |
| 3 Months |
|
|
-85.20% |
| YTD |
|
|
-93.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.147 |
0.070 |
| 1M High / 1M Low: |
0.211 |
0.049 |
| 6M High / 6M Low: |
1.280 |
0.049 |
| High (YTD): |
2024-01-02 |
1.080 |
| Low (YTD): |
2024-05-22 |
0.049 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.117 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.105 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.523 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
397.92% |
| Volatility 6M: |
|
216.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
