BVT Call 74 ADM 20.09.2024
/ DE000VM7NQ20
BVT Call 74 ADM 20.09.2024/ DE000VM7NQ20 /
| 26/07/2024 19:51:53 |
Chg.-0.004 |
Bid09:20:59 |
Ask09:20:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.038EUR |
-9.52% |
0.039
Bid Size: 27,000 |
0.049
Ask Size: 27,000 |
Archer Daniels Midla... |
74.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM7NQ2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Archer Daniels Midland Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
122.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.30 |
| Parity: |
-0.92 |
| Time value: |
0.05 |
| Break-even: |
68.65 |
| Moneyness: |
0.86 |
| Premium: |
0.16 |
| Premium p.a.: |
1.75 |
| Spread abs.: |
0.01 |
| Spread %: |
26.32% |
| Delta: |
0.14 |
| Theta: |
-0.02 |
| Omega: |
17.00 |
| Rho: |
0.01 |
Quote data
| Open: |
0.040 |
| High: |
0.041 |
| Low: |
0.037 |
| Previous Close: |
0.042 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.63% |
| 1 Month |
|
|
+46.15% |
| 3 Months |
|
|
-49.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.043 |
0.031 |
| 1M High / 1M Low: |
0.060 |
0.025 |
| 6M High / 6M Low: |
0.178 |
0.025 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.037 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.042 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.079 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
333.09% |
| Volatility 6M: |
|
234.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
