BVT Call 70 ADM 20.09.2024
/ DE000VM76HS3
BVT Call 70 ADM 20.09.2024/ DE000VM76HS3 /
2024-06-03 8:12:26 AM |
Chg.+0.047 |
Bid9:42:41 AM |
Ask9:42:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.136EUR |
+52.81% |
0.130 Bid Size: 27,000 |
0.140 Ask Size: 27,000 |
Archer Daniels Midla... |
70.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM76HS |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Archer Daniels Midland Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-09 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
41.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.30 |
Parity: |
-0.70 |
Time value: |
0.14 |
Break-even: |
65.89 |
Moneyness: |
0.89 |
Premium: |
0.15 |
Premium p.a.: |
0.57 |
Spread abs.: |
0.01 |
Spread %: |
7.75% |
Delta: |
0.28 |
Theta: |
-0.02 |
Omega: |
11.42 |
Rho: |
0.04 |
Quote data
Open: |
0.136 |
High: |
0.136 |
Low: |
0.136 |
Previous Close: |
0.089 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+47.83% |
1 Month |
|
|
+44.68% |
3 Months |
|
|
+20.35% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.092 |
0.083 |
1M High / 1M Low: |
0.132 |
0.081 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.089 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.103 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
210.78% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |