BVT Put 60 ADM 20.12.2024
/ DE000VD3LUF7
BVT Put 60 ADM 20.12.2024/ DE000VD3LUF7 /
| 7/5/2024 7:56:06 PM |
Chg.+0.070 |
Bid9:55:09 PM |
Ask9:55:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+24.14% |
-
Bid Size: - |
-
Ask Size: - |
ARCHER DANIELS MIDLA... |
60.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD3LUF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ARCHER DANIELS MIDLAND |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/8/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.30 |
| Parity: |
0.34 |
| Time value: |
0.01 |
| Break-even: |
56.50 |
| Moneyness: |
1.06 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
2.94% |
| Delta: |
-0.66 |
| Theta: |
0.00 |
| Omega: |
-10.69 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.290 |
| High: |
0.360 |
| Low: |
0.290 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.26% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.290 |
| 1M High / 1M Low: |
0.450 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.324 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.371 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
