BVT Put 56 ADM 20.12.2024
/ DE000VD3LUK7
BVT Put 56 ADM 20.12.2024/ DE000VD3LUK7 /
9/2/2024 8:48:16 AM |
Chg.-0.006 |
Bid3:37:12 PM |
Ask3:37:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.144EUR |
-4.00% |
0.143 Bid Size: 47,000 |
0.153 Ask Size: 47,000 |
ARCHER DANIELS MIDLA... |
56.00 - |
12/20/2024 |
Put |
Master data
WKN: |
VD3LUK |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ARCHER DANIELS MIDLAND |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
56.00 - |
Maturity: |
12/20/2024 |
Issue date: |
4/8/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-35.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.08 |
Implied volatility: |
0.12 |
Historic volatility: |
0.29 |
Parity: |
0.08 |
Time value: |
0.08 |
Break-even: |
54.46 |
Moneyness: |
1.01 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
6.94% |
Delta: |
-0.51 |
Theta: |
0.00 |
Omega: |
-18.16 |
Rho: |
-0.09 |
Quote data
Open: |
0.144 |
High: |
0.144 |
Low: |
0.144 |
Previous Close: |
0.150 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.20% |
1 Month |
|
|
-37.39% |
3 Months |
|
|
-48.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.164 |
0.150 |
1M High / 1M Low: |
0.330 |
0.150 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.156 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.232 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
164.13% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |