BVT Put 210 MDO 20.09.2024
/ DE000VM3RDF9
BVT Put 210 MDO 20.09.2024/ DE000VM3RDF9 /
| 2024-06-06 7:53:32 PM |
Chg.-0.002 |
Bid10:04:44 AM |
Ask10:04:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.048EUR |
-4.00% |
0.052
Bid Size: 13,000 |
0.062
Ask Size: 13,000 |
MCDONALDS CORP. DL... |
210.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VM3RDF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MCDONALDS CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
210.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-398.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.14 |
| Parity: |
-2.94 |
| Time value: |
0.06 |
| Break-even: |
209.40 |
| Moneyness: |
0.88 |
| Premium: |
0.13 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.01 |
| Spread %: |
20.00% |
| Delta: |
-0.06 |
| Theta: |
-0.01 |
| Omega: |
-23.89 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.060 |
| High: |
0.060 |
| Low: |
0.048 |
| Previous Close: |
0.050 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.84% |
| 1 Month |
|
|
-17.24% |
| 3 Months |
|
|
-12.73% |
| YTD |
|
|
-59.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.076 |
0.044 |
| 1M High / 1M Low: |
0.095 |
0.033 |
| 6M High / 6M Low: |
0.167 |
0.033 |
| High (YTD): |
2024-01-05 |
0.139 |
| Low (YTD): |
2024-05-16 |
0.033 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.056 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.053 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.084 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
305.30% |
| Volatility 6M: |
|
206.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
