BVT Put 52 ADM 20.09.2024/  DE000VM87N59  /

Frankfurt Zert./VONT
2024-07-26  7:44:52 PM Chg.-0.001 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
0.029EUR -3.33% -
Bid Size: -
-
Ask Size: -
Archer Daniels Midla... 52.00 USD 2024-09-20 Put
 

Master data

WKN: VM87N5
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Archer Daniels Midland Company
Type: Warrant
Option type: Put
Strike price: 52.00 USD
Maturity: 2024-09-20
Issue date: 2024-01-29
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -173.34
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.30
Parity: -1.10
Time value: 0.03
Break-even: 47.56
Moneyness: 0.81
Premium: 0.19
Premium p.a.: 2.23
Spread abs.: 0.01
Spread %: 41.67%
Delta: -0.08
Theta: -0.01
Omega: -13.25
Rho: -0.01
 

Quote data

Open: 0.030
High: 0.034
Low: 0.029
Previous Close: 0.030
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.54%
1 Month
  -55.38%
3 Months
  -77.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.045 0.026
1M High / 1M Low: 0.062 0.021
6M High / 6M Low: 0.480 0.021
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   0.174
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   435.86%
Volatility 6M:   225.40%
Volatility 1Y:   -
Volatility 3Y:   -