BVT Put 46 ADM 20.09.2024
/ DE000VM87N83
BVT Put 46 ADM 20.09.2024/ DE000VM87N83 /
7/23/2024 8:57:37 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.004EUR |
- |
- Bid Size: - |
- Ask Size: - |
ARCHER DANIELS MIDLA... |
46.00 - |
9/20/2024 |
Put |
Master data
WKN: |
VM87N8 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ARCHER DANIELS MIDLAND |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
46.00 - |
Maturity: |
9/20/2024 |
Issue date: |
1/29/2024 |
Last trading day: |
7/24/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-294.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.30 |
Parity: |
-1.29 |
Time value: |
0.02 |
Break-even: |
45.80 |
Moneyness: |
0.78 |
Premium: |
0.22 |
Premium p.a.: |
2.80 |
Spread abs.: |
0.02 |
Spread %: |
400.00% |
Delta: |
-0.05 |
Theta: |
-0.01 |
Omega: |
-14.17 |
Rho: |
0.00 |
Quote data
Open: |
0.004 |
High: |
0.004 |
Low: |
0.004 |
Previous Close: |
0.005 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
-33.33% |
1 Month |
|
|
-76.47% |
3 Months |
|
|
-91.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.005 |
0.004 |
1M High / 1M Low: |
0.019 |
0.004 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.005 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.010 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
499.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |