BVT Put 64 ADM 20.09.2024
/ DE000VM7NNF8
BVT Put 64 ADM 20.09.2024/ DE000VM7NNF8 /
| 2024-06-03 8:47:03 AM |
Chg.-0.150 |
Bid2024-06-03 |
Ask2024-06-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-28.85% |
0.370
Bid Size: 16,000 |
0.400
Ask Size: 16,000 |
Archer Daniels Midla... |
64.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7NNF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Archer Daniels Midland Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
64.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.30 |
| Parity: |
0.14 |
| Time value: |
0.26 |
| Break-even: |
54.99 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
-0.50 |
| Theta: |
-0.01 |
| Omega: |
-7.23 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.00% |
| 1 Month |
|
|
-39.34% |
| 3 Months |
|
|
-67.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.490 |
| 1M High / 1M Low: |
0.620 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.512 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.481 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
