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 |
Bid9:23:20 AM |
Ask9:23:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.136EUR |
+52.81% |
0.131
Bid Size: 27,000 |
0.141
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: |
41.41 |
| 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: |
65.92 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.01 |
| Spread %: |
7.75% |
| Delta: |
0.28 |
| Theta: |
-0.01 |
| Omega: |
11.43 |
| 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: |
|
- |
