BVT Call 74 ADM 20.12.2024
/ DE000VD3LU37
BVT Call 74 ADM 20.12.2024/ DE000VD3LU37 /
2024-09-02 7:43:45 PM |
Chg.-0.002 |
Bid7:43:45 PM |
Ask7:43:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.034EUR |
-5.56% |
- Bid Size: - |
- Ask Size: - |
Archer Daniels Midla... |
74.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
VD3LU3 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Archer Daniels Midland Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
74.00 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: |
125.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.29 |
Parity: |
-1.18 |
Time value: |
0.04 |
Break-even: |
67.44 |
Moneyness: |
0.82 |
Premium: |
0.22 |
Premium p.a.: |
0.95 |
Spread abs.: |
0.01 |
Spread %: |
29.41% |
Delta: |
0.12 |
Theta: |
-0.01 |
Omega: |
14.88 |
Rho: |
0.02 |
Quote data
Open: |
0.033 |
High: |
0.034 |
Low: |
0.033 |
Previous Close: |
0.036 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-12.82% |
1 Month |
|
|
-39.29% |
3 Months |
|
|
-76.87% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.039 |
0.036 |
1M High / 1M Low: |
0.056 |
0.026 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.037 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.038 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
175.21% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |