BVT Put 76 MDLZ 21.06.2024
/ DE000VM0U2M2
BVT Put 76 MDLZ 21.06.2024/ DE000VM0U2M2 /
| 2024-05-31 8:46:10 AM |
Chg.-0.110 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-12.64% |
-
Bid Size: - |
-
Ask Size: - |
Mondelez Internation... |
76.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM0U2M |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
76.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-04 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.15 |
| Parity: |
0.69 |
| Time value: |
0.02 |
| Break-even: |
62.96 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.43% |
| Delta: |
-0.87 |
| Theta: |
-0.02 |
| Omega: |
-7.71 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.43% |
| 1 Month |
|
|
+49.02% |
| 3 Months |
|
|
+105.41% |
| YTD |
|
|
+58.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.720 |
| 1M High / 1M Low: |
0.870 |
0.370 |
| 6M High / 6M Low: |
0.950 |
0.221 |
| High (YTD): |
2024-04-17 |
0.950 |
| Low (YTD): |
2024-02-05 |
0.221 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.774 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.561 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.504 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.48% |
| Volatility 6M: |
|
182.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
