BVT Put 72 ADM 21.06.2024
/ DE000VM6GN98
BVT Put 72 ADM 21.06.2024/ DE000VM6GN98 /
| 2024-05-20 8:43:57 AM |
Chg.-0.030 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
-3.06% |
-
Bid Size: - |
-
Ask Size: - |
Archer Daniels Midla... |
72.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM6GN9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Archer Daniels Midland Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
72.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.30 |
| Parity: |
0.95 |
| Time value: |
0.02 |
| Break-even: |
56.52 |
| Moneyness: |
1.17 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
1.04% |
| Delta: |
-0.88 |
| Theta: |
-0.01 |
| Omega: |
-5.16 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.95% |
| 1 Month |
|
|
-8.65% |
| 3 Months |
|
|
-41.72% |
| YTD |
|
|
+120.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.880 |
| 1M High / 1M Low: |
1.320 |
0.880 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-25 |
1.970 |
| Low (YTD): |
2024-01-03 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.978 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.047 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
