BVT Call 56 ADM 21.06.2024
/ DE000VM8Z026
BVT Call 56 ADM 21.06.2024/ DE000VM8Z026 /
| 2024-06-03 10:33:22 AM |
Chg.+0.060 |
Bid10:33:22 AM |
Ask10:33:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+10.34% |
0.640
Bid Size: 14,000 |
0.680
Ask Size: 14,000 |
Archer Daniels Midla... |
56.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM8Z02 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Archer Daniels Midland Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 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: |
8.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.30 |
| Parity: |
0.59 |
| Time value: |
0.05 |
| Break-even: |
58.00 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
1.59% |
| Delta: |
0.88 |
| Theta: |
-0.04 |
| Omega: |
7.87 |
| Rho: |
0.02 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.17% |
| 1 Month |
|
|
+68.42% |
| 3 Months |
|
|
+82.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.440 |
| 1M High / 1M Low: |
0.640 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.486 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.523 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
