BVT Put 75 MDLZ 21.06.2024
/ DE000VM2JTP3
BVT Put 75 MDLZ 21.06.2024/ DE000VM2JTP3 /
2024-06-06 8:06:06 PM |
Chg.-0.090 |
Bid8:03:04 AM |
Ask8:03:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.610EUR |
-12.86% |
0.630 Bid Size: 8,000 |
0.660 Ask Size: 8,000 |
Mondelez Internation... |
75.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
VM2JTP |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
75.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-09-18 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.65 |
Intrinsic value: |
0.65 |
Implied volatility: |
0.38 |
Historic volatility: |
0.15 |
Parity: |
0.65 |
Time value: |
0.01 |
Break-even: |
62.37 |
Moneyness: |
1.10 |
Premium: |
0.00 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
1.54% |
Delta: |
-0.89 |
Theta: |
-0.02 |
Omega: |
-8.42 |
Rho: |
-0.03 |
Quote data
Open: |
0.650 |
High: |
0.670 |
Low: |
0.610 |
Previous Close: |
0.700 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.15% |
1 Month |
|
|
+38.64% |
3 Months |
|
|
+48.78% |
YTD |
|
|
+41.86% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.700 |
0.610 |
1M High / 1M Low: |
0.750 |
0.310 |
6M High / 6M Low: |
0.930 |
0.195 |
High (YTD): |
2024-04-15 |
0.930 |
Low (YTD): |
2024-02-02 |
0.195 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.658 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.520 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.447 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
183.95% |
Volatility 6M: |
|
184.69% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |