BVT Put 48 TSN 20.09.2024
/ DE000VM3L0E1
BVT Put 48 TSN 20.09.2024/ DE000VM3L0E1 /
| 6/7/2024 8:56:07 AM |
Chg.-0.002 |
Bid10:00:06 PM |
Ask10:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.043EUR |
-4.44% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
48.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM3L0E |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
48.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-90.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
-0.73 |
| Time value: |
0.06 |
| Break-even: |
43.87 |
| Moneyness: |
0.86 |
| Premium: |
0.15 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.01 |
| Spread %: |
21.28% |
| Delta: |
-0.13 |
| Theta: |
-0.01 |
| Omega: |
-11.93 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.043 |
| High: |
0.043 |
| Low: |
0.043 |
| Previous Close: |
0.045 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.69% |
| 1 Month |
|
|
+2.38% |
| 3 Months |
|
|
-76.63% |
| YTD |
|
|
-82.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.045 |
0.040 |
| 1M High / 1M Low: |
0.051 |
0.024 |
| 6M High / 6M Low: |
0.360 |
0.024 |
| High (YTD): |
1/22/2024 |
0.280 |
| Low (YTD): |
5/22/2024 |
0.024 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.042 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.036 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.151 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.17% |
| Volatility 6M: |
|
166.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
