BVT Put 48 ADM 20.12.2024
/ DE000VD4BD05
BVT Put 48 ADM 20.12.2024/ DE000VD4BD05 /
| 10/7/2024 8:41:41 AM |
Chg.-0.012 |
Bid1:30:09 PM |
Ask1:30:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.034EUR |
-26.09% |
0.035
Bid Size: 48,000 |
0.045
Ask Size: 48,000 |
ARCHER DANIELS MIDLA... |
48.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD4BD0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ARCHER DANIELS MIDLAND |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
48.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/17/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-122.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.30 |
| Parity: |
-0.60 |
| Time value: |
0.04 |
| Break-even: |
47.56 |
| Moneyness: |
0.89 |
| Premium: |
0.12 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.01 |
| Spread %: |
29.41% |
| Delta: |
-0.13 |
| Theta: |
-0.01 |
| Omega: |
-16.13 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.034 |
| High: |
0.034 |
| Low: |
0.034 |
| Previous Close: |
0.046 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.68% |
| 1 Month |
|
|
-22.73% |
| 3 Months |
|
|
-43.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.046 |
0.031 |
| 1M High / 1M Low: |
0.054 |
0.025 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.039 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
253.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
