BVT Put 55 ADM 20.09.2024
/ DE000VM8NV22
BVT Put 55 ADM 20.09.2024/ DE000VM8NV22 /
8/9/2024 8:42:46 AM |
Chg.-0.006 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.112EUR |
-5.08% |
- Bid Size: - |
- Ask Size: - |
Archer Daniels Midla... |
55.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
VM8NV2 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Archer Daniels Midland Company |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
55.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
1/18/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-46.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.30 |
Parity: |
-0.32 |
Time value: |
0.12 |
Break-even: |
49.23 |
Moneyness: |
0.94 |
Premium: |
0.08 |
Premium p.a.: |
0.99 |
Spread abs.: |
0.01 |
Spread %: |
9.43% |
Delta: |
-0.27 |
Theta: |
-0.02 |
Omega: |
-12.68 |
Rho: |
-0.02 |
Quote data
Open: |
0.112 |
High: |
0.112 |
Low: |
0.112 |
Previous Close: |
0.118 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+31.76% |
1 Month |
|
|
+72.31% |
3 Months |
|
|
-3.45% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.157 |
0.112 |
1M High / 1M Low: |
0.157 |
0.043 |
6M High / 6M Low: |
0.610 |
0.043 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.130 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.074 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.213 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
397.68% |
Volatility 6M: |
|
229.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |