BVT Call 60 ADM 20.12.2024
/ DE000VD4BCZ2
BVT Call 60 ADM 20.12.2024/ DE000VD4BCZ2 /
| 30/08/2024 20:02:51 |
Chg.-0.020 |
Bid09:10:18 |
Ask09:10:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-5.00% |
0.380
Bid Size: 23,000 |
0.410
Ask Size: 23,000 |
Archer Daniels Midla... |
60.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD4BCZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Archer Daniels Midland Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.29 |
| Parity: |
0.09 |
| Time value: |
0.31 |
| Break-even: |
58.32 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
8.31 |
| Rho: |
0.09 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.380 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+8.57% |
| 3 Months |
|
|
-38.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.360 |
| 1M High / 1M Low: |
0.400 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.329 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
