BVT Put 60 ADM 20.09.2024/  DE000VM7NNA9  /

EUWAX
26/07/2024  08:48:23 Chg.-0.029 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.147EUR -16.48% -
Bid Size: -
-
Ask Size: -
Archer Daniels Midla... 60.00 USD 20/09/2024 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: 20/09/2024
Issue date: 02/01/2024
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -41.50
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.30
Parity: -0.37
Time value: 0.14
Break-even: 53.85
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.73
Spread abs.: 0.01
Spread %: 7.58%
Delta: -0.28
Theta: -0.02
Omega: -11.47
Rho: -0.03
 

Quote data

Open: 0.147
High: 0.147
Low: 0.147
Previous Close: 0.176
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.51%
1 Month
  -41.20%
3 Months
  -58.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.187 0.129
1M High / 1M Low: 0.250 0.101
6M High / 6M Low: 0.920 0.101
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.154
Avg. volume 1W:   0.000
Avg. price 1M:   0.166
Avg. volume 1M:   0.000
Avg. price 6M:   0.421
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   278.25%
Volatility 6M:   173.21%
Volatility 1Y:   -
Volatility 3Y:   -