BVT Put 64 MDLZ 21.06.2024
/ DE000VU9LSR2
BVT Put 64 MDLZ 21.06.2024/ DE000VU9LSR2 /
| 19/06/2024 14:05:01 |
Chg.0.000 |
Bid15:23:37 |
Ask15:23:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.003EUR |
0.00% |
0.004
Bid Size: 41,000 |
0.020
Ask Size: 41,000 |
Mondelez Internation... |
64.00 USD |
21/06/2024 |
Put |
Master data
| WKN: |
VU9LSR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
64.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
07/07/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-308.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.16 |
| Parity: |
-0.20 |
| Time value: |
0.02 |
| Break-even: |
59.40 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
400.00% |
| Delta: |
-0.17 |
| Theta: |
-0.14 |
| Omega: |
-51.87 |
| Rho: |
0.00 |
Quote data
| Open: |
0.003 |
| High: |
0.003 |
| Low: |
0.003 |
| Previous Close: |
0.003 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-83.33% |
| 1 Month |
|
|
-70.00% |
| 3 Months |
|
|
-93.48% |
| YTD |
|
|
-97.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.018 |
0.003 |
| 1M High / 1M Low: |
0.029 |
0.003 |
| 6M High / 6M Low: |
0.163 |
0.003 |
| High (YTD): |
15/04/2024 |
0.149 |
| Low (YTD): |
18/06/2024 |
0.003 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.011 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.015 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.058 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
567.65% |
| Volatility 6M: |
|
318.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
