BVT Put 72 ADM 21.06.2024
/ DE000VM6GN98
BVT Put 72 ADM 21.06.2024/ DE000VM6GN98 /
| 2024-05-03 8:41:21 AM |
Chg.-0.12 |
Bid9:23:59 AM |
Ask9:23:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.20EUR |
-9.09% |
1.22
Bid Size: 15,000 |
1.26
Ask Size: 15,000 |
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: |
-4.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.30 |
| Parity: |
1.18 |
| Time value: |
0.05 |
| Break-even: |
54.80 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.82% |
| Delta: |
-0.83 |
| Theta: |
-0.02 |
| Omega: |
-3.72 |
| Rho: |
-0.08 |
Quote data
| Open: |
1.20 |
| High: |
1.20 |
| Low: |
1.20 |
| Previous Close: |
1.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
+30.43% |
| 3 Months |
|
|
-17.81% |
| YTD |
|
|
+179.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.32 |
1.05 |
| 1M High / 1M Low: |
1.32 |
0.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-25 |
1.97 |
| Low (YTD): |
2024-01-03 |
0.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
