BVT Call 52 ADM 20.09.2024
/ DE000VM8Z018
BVT Call 52 ADM 20.09.2024/ DE000VM8Z018 /
| 2024-05-31 8:56:49 AM |
Chg.- |
Bid8:03:05 AM |
Ask8:03:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
- |
1.120
Bid Size: 9,000 |
1.170
Ask Size: 9,000 |
Archer Daniels Midla... |
52.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM8Z01 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Archer Daniels Midland Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.30 |
| Parity: |
0.96 |
| Time value: |
0.14 |
| Break-even: |
58.93 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.92% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
4.52 |
| Rho: |
0.12 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.09% |
| 1 Month |
|
|
+4.60% |
| 3 Months |
|
|
+51.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.870 |
| 1M High / 1M Low: |
1.120 |
0.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.910 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.970 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
