BVT Put 200 HSY 21.06.2024
/ DE000VM9HJU3
BVT Put 200 HSY 21.06.2024/ DE000VM9HJU3 /
| 13/06/2024 12:39:36 |
Chg.+0.340 |
Bid13:42:58 |
Ask13:42:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
+38.64% |
1.200
Bid Size: 8,000 |
1.260
Ask Size: 8,000 |
Hershey Company |
200.00 USD |
21/06/2024 |
Put |
Master data
| WKN: |
VM9HJU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Hershey Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.18 |
| Parity: |
1.18 |
| Time value: |
0.03 |
| Break-even: |
172.87 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.68% |
| Delta: |
-0.90 |
| Theta: |
-0.08 |
| Omega: |
-12.82 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.220 |
| High: |
1.220 |
| Low: |
1.220 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+205.00% |
| 1 Month |
|
|
+306.67% |
| 3 Months |
|
|
+23.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.400 |
| 1M High / 1M Low: |
0.880 |
0.165 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.614 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.428 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
516.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
