BVT Put 55 MDLZ 20.09.2024
/ DE000VM5V039
BVT Put 55 MDLZ 20.09.2024/ DE000VM5V039 /
| 2024-06-11 8:39:51 AM |
Chg.+0.002 |
Bid6:05:17 PM |
Ask6:05:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.018EUR |
+12.50% |
0.016
Bid Size: 100,000 |
0.026
Ask Size: 100,000 |
Mondelez Internation... |
55.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM5V03 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-23 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-223.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.15 |
| Parity: |
-1.14 |
| Time value: |
0.03 |
| Break-even: |
50.82 |
| Moneyness: |
0.82 |
| Premium: |
0.19 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.01 |
| Spread %: |
55.56% |
| Delta: |
-0.07 |
| Theta: |
-0.01 |
| Omega: |
-14.62 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.018 |
| High: |
0.018 |
| Low: |
0.018 |
| Previous Close: |
0.016 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+38.46% |
| 3 Months |
|
|
-59.09% |
| YTD |
|
|
-73.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.018 |
0.014 |
| 1M High / 1M Low: |
0.027 |
0.008 |
| 6M High / 6M Low: |
0.089 |
0.008 |
| High (YTD): |
2024-04-16 |
0.065 |
| Low (YTD): |
2024-05-20 |
0.008 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.016 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.016 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.041 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
526.45% |
| Volatility 6M: |
|
265.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
