BVT Put 60 ADM 20.09.2024
/ DE000VM7NNA9
BVT Put 60 ADM 20.09.2024/ DE000VM7NNA9 /
9/3/2024 10:18:14 AM |
Chg.-0.001 |
Bid10:31:15 AM |
Ask10:31:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.073EUR |
-1.35% |
0.075 Bid Size: 29,000 |
0.087 Ask Size: 29,000 |
Archer Daniels Midla... |
60.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
VM7NNA |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Archer Daniels Midland Company |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
1/2/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-65.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.29 |
Parity: |
-0.09 |
Time value: |
0.08 |
Break-even: |
53.37 |
Moneyness: |
0.98 |
Premium: |
0.03 |
Premium p.a.: |
0.95 |
Spread abs.: |
0.01 |
Spread %: |
13.51% |
Delta: |
-0.37 |
Theta: |
-0.03 |
Omega: |
-24.12 |
Rho: |
-0.01 |
Quote data
Open: |
0.073 |
High: |
0.073 |
Low: |
0.073 |
Previous Close: |
0.074 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-33.03% |
1 Month |
|
|
-75.67% |
3 Months |
|
|
-71.92% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.109 |
0.074 |
1M High / 1M Low: |
0.360 |
0.074 |
6M High / 6M Low: |
0.880 |
0.074 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.089 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.205 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.293 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
156.10% |
Volatility 6M: |
|
193.70% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |