BVT Call 56 ADM 20.09.2024/  DE000VM8Z042  /

EUWAX
03/09/2024  08:59:37 Chg.- Bid08:03:01 Ask08:03:01 Underlying Strike price Expiration date Option type
0.490EUR - 0.440
Bid Size: 10,000
0.490
Ask Size: 10,000
Archer Daniels Midla... 56.00 USD 20/09/2024 Call
 

Master data

WKN: VM8Z04
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Archer Daniels Midland Company
Type: Warrant
Option type: Call
Strike price: 56.00 USD
Maturity: 20/09/2024
Issue date: 24/01/2024
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.67
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.42
Implied volatility: 0.42
Historic volatility: 0.29
Parity: 0.42
Time value: 0.05
Break-even: 55.39
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 2.17%
Delta: 0.83
Theta: -0.04
Omega: 9.74
Rho: 0.02
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.26%
1 Month     0.00%
3 Months
  -32.88%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.470
1M High / 1M Low: 0.510 0.300
6M High / 6M Low: 0.970 0.300
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.488
Avg. volume 1W:   0.000
Avg. price 1M:   0.395
Avg. volume 1M:   0.000
Avg. price 6M:   0.659
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   144.03%
Volatility 6M:   149.98%
Volatility 1Y:   -
Volatility 3Y:   -