BVT Call 62 ADM 21.06.2024
/ DE000VM8XM47
BVT Call 62 ADM 21.06.2024/ DE000VM8XM47 /
| 2024-05-03 8:52:40 AM |
Chg.+0.035 |
Bid11:43:53 AM |
Ask11:43:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.117EUR |
+42.68% |
0.110
Bid Size: 28,000 |
0.122
Ask Size: 28,000 |
Archer Daniels Midla... |
62.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM8XM4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Archer Daniels Midland Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-23 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
45.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.30 |
| Parity: |
-0.25 |
| Time value: |
0.12 |
| Break-even: |
59.00 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.01 |
| Spread %: |
8.93% |
| Delta: |
0.36 |
| Theta: |
-0.02 |
| Omega: |
16.32 |
| Rho: |
0.03 |
Quote data
| Open: |
0.117 |
| High: |
0.117 |
| Low: |
0.117 |
| Previous Close: |
0.082 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.06% |
| 1 Month |
|
|
-66.57% |
| 3 Months |
|
|
-51.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.221 |
0.082 |
| 1M High / 1M Low: |
0.410 |
0.082 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.172 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.287 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
