BVT Call 66 ADM 20.12.2024
/ DE000VD3LUY8
BVT Call 66 ADM 20.12.2024/ DE000VD3LUY8 /
| 02/09/2024 08:48:16 |
Chg.-0.010 |
Bid17:30:02 |
Ask17:30:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.151EUR |
-6.21% |
-
Bid Size: - |
-
Ask Size: - |
Archer Daniels Midla... |
66.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3LUY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Archer Daniels Midland Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
08/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.29 |
| Parity: |
-0.45 |
| Time value: |
0.16 |
| Break-even: |
61.40 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
6.49% |
| Delta: |
0.34 |
| Theta: |
-0.01 |
| Omega: |
11.46 |
| Rho: |
0.05 |
Quote data
| Open: |
0.151 |
| High: |
0.151 |
| Low: |
0.151 |
| Previous Close: |
0.161 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.21% |
| 1 Month |
|
|
-23.74% |
| 3 Months |
|
|
-47.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.169 |
0.147 |
| 1M High / 1M Low: |
0.198 |
0.111 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.145 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
