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: |
|
- |
