BVT Call 64 ADM 20.12.2024/  DE000VD3LUG5  /

EUWAX
2024-07-05  8:49:37 AM Chg.0.000 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.390EUR 0.00% -
Bid Size: -
-
Ask Size: -
Archer Daniels Midla... 64.00 USD 2024-12-20 Call
 

Master data

WKN: VD3LUG
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Archer Daniels Midland Company
Type: Warrant
Option type: Call
Strike price: 64.00 USD
Maturity: 2024-12-20
Issue date: 2024-04-08
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.65
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.30
Parity: -0.24
Time value: 0.34
Break-even: 62.44
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.48
Theta: -0.01
Omega: 7.97
Rho: 0.11
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.88%
1 Month  
+5.41%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.310
1M High / 1M Low: 0.410 0.310
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.354
Avg. volume 1W:   0.000
Avg. price 1M:   0.351
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -