BVT Put 50 ADM 20.09.2024
/ DE000VM87PD5
BVT Put 50 ADM 20.09.2024/ DE000VM87PD5 /
| 2024-05-31 8:03:34 PM |
Chg.-0.015 |
Bid10:11:03 AM |
Ask10:11:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.057EUR |
-20.83% |
0.050
Bid Size: 27,000 |
0.060
Ask Size: 27,000 |
Archer Daniels Midla... |
50.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM87PD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Archer Daniels Midland Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-92.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
-1.15 |
| Time value: |
0.06 |
| Break-even: |
45.45 |
| Moneyness: |
0.80 |
| Premium: |
0.21 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.01 |
| Spread %: |
19.23% |
| Delta: |
-0.10 |
| Theta: |
-0.01 |
| Omega: |
-9.58 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.075 |
| High: |
0.075 |
| Low: |
0.057 |
| Previous Close: |
0.072 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.39% |
| 1 Month |
|
|
-41.24% |
| 3 Months |
|
|
-82.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.072 |
0.055 |
| 1M High / 1M Low: |
0.097 |
0.047 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.063 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.060 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
