BVT Put 68 ADM 21.06.2024
/ DE000VM6GPC6
BVT Put 68 ADM 21.06.2024/ DE000VM6GPC6 /
| 2024-05-31 7:50:27 PM |
Chg.-0.150 |
Bid9:56:59 PM |
Ask9:56:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-20.27% |
-
Bid Size: - |
-
Ask Size: - |
Archer Daniels Midla... |
68.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM6GPC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Archer Daniels Midland Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
68.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.30 |
| Parity: |
0.51 |
| Time value: |
0.03 |
| Break-even: |
57.28 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.89% |
| Delta: |
-0.83 |
| Theta: |
-0.02 |
| Omega: |
-8.89 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.590 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.71% |
| 1 Month |
|
|
-32.18% |
| 3 Months |
|
|
-54.62% |
| YTD |
|
|
+96.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.590 |
| 1M High / 1M Low: |
0.880 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-25 |
1.600 |
| Low (YTD): |
2024-01-03 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.688 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.674 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
