BVT Put 64 KTF 20.12.2024
/ DE000VD3LRG1
BVT Put 64 KTF 20.12.2024/ DE000VD3LRG1 /
| 5/31/2024 8:48:58 AM |
Chg.-0.030 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.202EUR |
-12.93% |
-
Bid Size: - |
-
Ask Size: - |
MONDELEZ INTL INC. A |
64.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD3LRG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MONDELEZ INTL INC. A |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
64.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/8/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-33.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.15 |
| Parity: |
0.08 |
| Time value: |
0.11 |
| Break-even: |
62.10 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
5.56% |
| Delta: |
-0.45 |
| Theta: |
0.00 |
| Omega: |
-14.86 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.202 |
| High: |
0.202 |
| Low: |
0.202 |
| Previous Close: |
0.232 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.02% |
| 1 Month |
|
|
+22.42% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.232 |
0.184 |
| 1M High / 1M Low: |
0.232 |
0.121 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.200 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.160 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
