BVT Call 68 ADM 20.09.2024
/ DE000VM8NQE2
BVT Call 68 ADM 20.09.2024/ DE000VM8NQE2 /
| 2024-05-31 8:46:08 AM |
Chg.- |
Bid8:03:05 AM |
Ask8:03:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
- |
0.181
Bid Size: 16,000 |
0.199
Ask Size: 16,000 |
Archer Daniels Midla... |
68.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM8NQE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Archer Daniels Midland Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-18 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.30 |
| Parity: |
-0.51 |
| Time value: |
0.18 |
| Break-even: |
64.49 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.01 |
| Spread %: |
5.85% |
| Delta: |
0.34 |
| Theta: |
-0.02 |
| Omega: |
10.79 |
| Rho: |
0.05 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.111 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.00% |
| 1 Month |
|
|
-6.25% |
| 3 Months |
|
|
-12.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.127 |
0.111 |
| 1M High / 1M Low: |
0.179 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.122 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.140 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
