BVT Put 64 MDLZ 21.06.2024
/ DE000VU9LSR2
BVT Put 64 MDLZ 21.06.2024/ DE000VU9LSR2 /
| 2024-06-14 8:57:07 AM |
Chg.-0.002 |
Bid1:39:43 PM |
Ask1:39:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.016EUR |
-11.11% |
0.019
Bid Size: 41,000 |
0.029
Ask Size: 41,000 |
Mondelez Internation... |
64.00 USD |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2023-07-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-236.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.16 |
| Parity: |
-0.20 |
| Time value: |
0.03 |
| Break-even: |
59.34 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
5.32 |
| Spread abs.: |
0.01 |
| Spread %: |
62.50% |
| Delta: |
-0.19 |
| Theta: |
-0.05 |
| Omega: |
-45.67 |
| Rho: |
0.00 |
Quote data
| Open: |
0.016 |
| High: |
0.016 |
| Low: |
0.016 |
| Previous Close: |
0.018 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.00% |
| 1 Month |
|
|
+6.67% |
| 3 Months |
|
|
-74.19% |
| YTD |
|
|
-85.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.018 |
0.008 |
| 1M High / 1M Low: |
0.035 |
0.008 |
| 6M High / 6M Low: |
0.157 |
0.008 |
| High (YTD): |
2024-04-16 |
0.131 |
| Low (YTD): |
2024-06-12 |
0.008 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.012 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.016 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.061 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
640.16% |
| Volatility 6M: |
|
331.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
