BVT Put 72 MDLZ 21.06.2024
/ DE000VU9LS62
BVT Put 72 MDLZ 21.06.2024/ DE000VU9LS62 /
14/06/2024 17:01:09 |
Chg.+0.050 |
Bid17:01:09 |
Ask17:01:09 |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
+9.26% |
0.590 Bid Size: 52,000 |
0.600 Ask Size: 52,000 |
Mondelez Internation... |
72.00 USD |
21/06/2024 |
Put |
Master data
WKN: |
VU9LS6 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
72.00 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: |
-10.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.55 |
Implied volatility: |
0.51 |
Historic volatility: |
0.16 |
Parity: |
0.55 |
Time value: |
0.02 |
Break-even: |
61.35 |
Moneyness: |
1.09 |
Premium: |
0.00 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.01 |
Spread %: |
1.79% |
Delta: |
-0.88 |
Theta: |
-0.06 |
Omega: |
-9.49 |
Rho: |
-0.01 |
Quote data
Open: |
0.580 |
High: |
0.590 |
Low: |
0.580 |
Previous Close: |
0.540 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+51.28% |
1 Month |
|
|
+364.57% |
3 Months |
|
|
+103.45% |
YTD |
|
|
+96.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.390 |
1M High / 1M Low: |
0.540 |
0.111 |
6M High / 6M Low: |
0.640 |
0.111 |
High (YTD): |
15/04/2024 |
0.640 |
Low (YTD): |
15/05/2024 |
0.111 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.464 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.331 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.279 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
271.24% |
Volatility 6M: |
|
220.40% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |