BVT Put 50 TSN 21.06.2024
/ DE000VU9JHD9
BVT Put 50 TSN 21.06.2024/ DE000VU9JHD9 /
| 5/14/2024 8:49:33 AM |
Chg.- |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.008EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
50.00 - |
6/21/2024 |
Put |
Master data
| WKN: |
VU9JHD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
7/6/2023 |
| Last trading day: |
5/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-258.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.20 |
| Parity: |
-0.17 |
| Time value: |
0.02 |
| Break-even: |
49.80 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
1.78 |
| Spread abs.: |
0.01 |
| Spread %: |
185.71% |
| Delta: |
-0.18 |
| Theta: |
-0.02 |
| Omega: |
-46.42 |
| Rho: |
0.00 |
Quote data
| Open: |
0.008 |
| High: |
0.008 |
| Low: |
0.008 |
| Previous Close: |
0.009 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-94.59% |
| YTD |
|
|
-96.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.009 |
0.008 |
| 6M High / 6M Low: |
0.350 |
0.008 |
| High (YTD): |
1/22/2024 |
0.250 |
| Low (YTD): |
5/14/2024 |
0.008 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.008 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.141 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.77% |
| Volatility 6M: |
|
194.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
