BVT Put 60 MDLZ 20.09.2024
/ DE000VM3Q6R5
BVT Put 60 MDLZ 20.09.2024/ DE000VM3Q6R5 /
| 2024-06-21 7:54:08 PM |
Chg.-0.006 |
Bid9:57:47 PM |
Ask9:57:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.056EUR |
-9.68% |
-
Bid Size: - |
-
Ask Size: - |
Mondelez Internation... |
60.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM3Q6R |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-98.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.16 |
| Parity: |
-0.61 |
| Time value: |
0.06 |
| Break-even: |
55.49 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.01 |
| Spread %: |
18.87% |
| Delta: |
-0.16 |
| Theta: |
-0.01 |
| Omega: |
-15.41 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.063 |
| High: |
0.063 |
| Low: |
0.055 |
| Previous Close: |
0.062 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.84% |
| 1 Month |
|
|
+64.71% |
| 3 Months |
|
|
-8.20% |
| YTD |
|
|
-52.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.065 |
0.056 |
| 1M High / 1M Low: |
0.069 |
0.034 |
| 6M High / 6M Low: |
0.146 |
0.021 |
| High (YTD): |
2024-04-15 |
0.146 |
| Low (YTD): |
2024-05-15 |
0.021 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.061 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.053 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.074 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.62% |
| Volatility 6M: |
|
172.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
