BVT Put 64 ADM 21.06.2024
/ DE000VM6N9B3
BVT Put 64 ADM 21.06.2024/ DE000VM6N9B3 /
| 6/3/2024 10:21:06 AM |
Chg.-0.059 |
Bid11:32:10 AM |
Ask11:32:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.211EUR |
-21.85% |
0.219
Bid Size: 20,000 |
0.246
Ask Size: 20,000 |
Archer Daniels Midla... |
64.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
VM6N9B |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Archer Daniels Midland Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
64.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
12/8/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.30 |
| Parity: |
0.14 |
| Time value: |
0.09 |
| Break-even: |
56.67 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
4.55% |
| Delta: |
-0.62 |
| Theta: |
-0.04 |
| Omega: |
-15.55 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.211 |
| High: |
0.211 |
| Low: |
0.211 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.97% |
| 1 Month |
|
|
-60.19% |
| 3 Months |
|
|
-78.69% |
| YTD |
|
|
+3.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.270 |
| 1M High / 1M Low: |
0.530 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/25/2024 |
1.260 |
| Low (YTD): |
1/3/2024 |
0.179 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.350 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.336 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
278.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
