BVT Put 72 ADM 21.06.2024
/ DE000VM6GN98
BVT Put 72 ADM 21.06.2024/ DE000VM6GN98 /
| 6/13/2024 8:43:43 AM |
Chg.+0.10 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
+10.20% |
-
Bid Size: - |
-
Ask Size: - |
Archer Daniels Midla... |
72.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
VM6GN9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Archer Daniels Midland Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
72.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
12/6/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.30 |
| Parity: |
1.07 |
| Time value: |
0.01 |
| Break-even: |
55.79 |
| Moneyness: |
1.19 |
| Premium: |
0.00 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.93% |
| Delta: |
-0.93 |
| Theta: |
-0.05 |
| Omega: |
-4.81 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.08 |
| High: |
1.08 |
| Low: |
1.08 |
| Previous Close: |
0.98 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
+22.73% |
| 3 Months |
|
|
-21.74% |
| YTD |
|
|
+151.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.02 |
0.94 |
| 1M High / 1M Low: |
1.15 |
0.85 |
| 6M High / 6M Low: |
1.97 |
0.28 |
| High (YTD): |
1/25/2024 |
1.97 |
| Low (YTD): |
1/3/2024 |
0.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.10% |
| Volatility 6M: |
|
234.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
