BVT Put 74 MDLZ 21.06.2024
/ DE000VU9LS21
BVT Put 74 MDLZ 21.06.2024/ DE000VU9LS21 /
| 2024-06-07 8:57:51 AM |
Chg.-0.020 |
Bid10:00:05 PM |
Ask10:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-3.57% |
-
Bid Size: - |
-
Ask Size: - |
Mondelez Internation... |
74.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VU9LS2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
74.00 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: |
-10.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.15 |
| Parity: |
0.57 |
| Time value: |
0.03 |
| Break-even: |
62.51 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.69% |
| Delta: |
-0.85 |
| Theta: |
-0.04 |
| Omega: |
-8.93 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.26% |
| 1 Month |
|
|
+54.29% |
| 3 Months |
|
|
+31.71% |
| YTD |
|
|
+45.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.520 |
| 1M High / 1M Low: |
0.680 |
0.216 |
| 6M High / 6M Low: |
0.760 |
0.164 |
| High (YTD): |
2024-04-17 |
0.760 |
| Low (YTD): |
2024-02-05 |
0.164 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.556 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.429 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.379 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.55% |
| Volatility 6M: |
|
211.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
