BVT Put 150 PEP 20.12.2024
/ DE000VD3LMB3
BVT Put 150 PEP 20.12.2024/ DE000VD3LMB3 /
| 2024-06-20 8:49:21 AM |
Chg.-0.009 |
Bid9:13:35 AM |
Ask9:13:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.231EUR |
-3.75% |
0.240
Bid Size: 10,000 |
0.260
Ask Size: 10,000 |
PEPSICO INC. DL-... |
150.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD3LMB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PEPSICO INC. DL-,0166 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-57.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.15 |
| Parity: |
-0.49 |
| Time value: |
0.27 |
| Break-even: |
147.30 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
12.50% |
| Delta: |
-0.28 |
| Theta: |
-0.01 |
| Omega: |
-16.16 |
| Rho: |
-0.23 |
Quote data
| Open: |
0.231 |
| High: |
0.231 |
| Low: |
0.231 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.50% |
| 1 Month |
|
|
+122.12% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.240 |
| 1M High / 1M Low: |
0.290 |
0.104 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.266 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.191 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
