BVT Put 70 MDLZ 21.06.2024
/ DE000VU9LS39
BVT Put 70 MDLZ 21.06.2024/ DE000VU9LS39 /
| 2024-06-07 8:57:51 AM |
Chg.-0.015 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.185EUR |
-7.50% |
-
Bid Size: - |
-
Ask Size: - |
Mondelez Internation... |
70.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VU9LS3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 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: |
-26.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.15 |
| Parity: |
0.20 |
| Time value: |
0.03 |
| Break-even: |
62.46 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
4.44% |
| Delta: |
-0.75 |
| Theta: |
-0.03 |
| Omega: |
-19.99 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.185 |
| High: |
0.185 |
| Low: |
0.185 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.53% |
| 1 Month |
|
|
+76.19% |
| 3 Months |
|
|
-13.95% |
| YTD |
|
|
-19.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.176 |
| 1M High / 1M Low: |
0.320 |
0.049 |
| 6M High / 6M Low: |
0.420 |
0.049 |
| High (YTD): |
2024-04-17 |
0.420 |
| Low (YTD): |
2024-05-17 |
0.049 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.205 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.143 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.186 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
490.98% |
| Volatility 6M: |
|
278.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
