BVT Put 120 TGR 20.12.2024
/ DE000VD3SC99
BVT Put 120 TGR 20.12.2024/ DE000VD3SC99 /
| 11/19/2024 10:21:06 AM |
Chg.+0.002 |
Bid11:16:11 AM |
Ask11:16:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.068EUR |
+3.03% |
0.069
Bid Size: 10,000 |
0.079
Ask Size: 10,000 |
YUM BRANDS |
120.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD3SC9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
YUM BRANDS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-166.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
-0.65 |
| Time value: |
0.08 |
| Break-even: |
119.24 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.01 |
| Spread %: |
15.15% |
| Delta: |
-0.18 |
| Theta: |
-0.03 |
| Omega: |
-29.32 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.068 |
| High: |
0.068 |
| Low: |
0.068 |
| Previous Close: |
0.066 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.03% |
| 1 Month |
|
|
-47.29% |
| 3 Months |
|
|
-57.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.066 |
0.047 |
| 1M High / 1M Low: |
0.189 |
0.047 |
| 6M High / 6M Low: |
0.420 |
0.047 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.115 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.210 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
321.00% |
| Volatility 6M: |
|
192.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
