BVT Call 54 ADM 21.06.2024
/ DE000VM8Z1D0
BVT Call 54 ADM 21.06.2024/ DE000VM8Z1D0 /
| 2024-06-03 8:55:54 AM |
Chg.+0.230 |
Bid10:20:33 AM |
Ask10:20:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+37.70% |
0.820
Bid Size: 14,000 |
0.860
Ask Size: 14,000 |
Archer Daniels Midla... |
54.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM8Z1D |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Archer Daniels Midland Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.30 |
| Parity: |
0.78 |
| Time value: |
0.04 |
| Break-even: |
57.96 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
1.23% |
| Delta: |
0.90 |
| Theta: |
-0.04 |
| Omega: |
6.33 |
| Rho: |
0.02 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.23% |
| 1 Month |
|
|
+47.37% |
| 3 Months |
|
|
+127.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.570 |
| 1M High / 1M Low: |
0.850 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.626 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.690 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
