BVT Call 270 ADP 20.12.2024
/ DE000VD3SK65
BVT Call 270 ADP 20.12.2024/ DE000VD3SK65 /
| 2024-05-16 8:46:22 AM |
Chg.+0.020 |
Bid2:30:42 PM |
Ask2:30:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+3.03% |
0.710
Bid Size: 11,000 |
0.740
Ask Size: 11,000 |
Automatic Data Proce... |
270.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SK6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
32.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
-2.15 |
| Time value: |
0.70 |
| Break-even: |
254.97 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
2.94% |
| Delta: |
0.35 |
| Theta: |
-0.04 |
| Omega: |
11.18 |
| Rho: |
0.43 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.68% |
| 1 Month |
|
|
-28.42% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.620 |
| 1M High / 1M Low: |
1.010 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.692 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.825 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
