BVT Put 130 YUM 20.09.2024
/ DE000VM7NTC2
BVT Put 130 YUM 20.09.2024/ DE000VM7NTC2 /
| 8/16/2024 10:10:40 AM |
Chg.-0.003 |
Bid12:03:23 PM |
Ask12:03:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.097EUR |
-3.00% |
0.097
Bid Size: 10,000 |
0.107
Ask Size: 10,000 |
Yum Brands Inc |
130.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM7NTC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-114.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.14 |
| Parity: |
-0.71 |
| Time value: |
0.11 |
| Break-even: |
117.38 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.01 |
| Spread %: |
10.00% |
| Delta: |
-0.20 |
| Theta: |
-0.04 |
| Omega: |
-22.66 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.097 |
| High: |
0.097 |
| Low: |
0.097 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.85% |
| 1 Month |
|
|
-79.36% |
| 3 Months |
|
|
-46.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.183 |
0.100 |
| 1M High / 1M Low: |
0.610 |
0.100 |
| 6M High / 6M Low: |
0.610 |
0.100 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.140 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.360 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.355 |
| Avg. volume 6M: |
|
153.543 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
285.57% |
| Volatility 6M: |
|
192.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
