BVT Put 68 ADM 20.09.2024
/ DE000VM7NNG6
BVT Put 68 ADM 20.09.2024/ DE000VM7NNG6 /
| 05/07/2024 19:53:06 |
Chg.+0.140 |
Bid21:59:53 |
Ask21:59:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
+23.33% |
-
Bid Size: - |
-
Ask Size: - |
Archer Daniels Midla... |
68.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM7NNG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Archer Daniels Midland Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
68.00 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: |
-8.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.30 |
| Parity: |
0.61 |
| Time value: |
0.09 |
| Break-even: |
55.73 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.45% |
| Delta: |
-0.72 |
| Theta: |
-0.01 |
| Omega: |
-5.81 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.600 |
| High: |
0.740 |
| Low: |
0.600 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.13% |
| 1 Month |
|
|
+7.25% |
| 3 Months |
|
|
+7.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.590 |
| 1M High / 1M Low: |
0.870 |
0.590 |
| 6M High / 6M Low: |
1.620 |
0.430 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.666 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.736 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.926 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.74% |
| Volatility 6M: |
|
303.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
