BVT Put 130 YUM 20.09.2024
/ DE000VM7NTC2
BVT Put 130 YUM 20.09.2024/ DE000VM7NTC2 /
| 2024-07-08 8:48:12 AM |
Chg.+0.020 |
Bid10:00:05 PM |
Ask10:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+4.65% |
-
Bid Size: - |
-
Ask Size: - |
Yum Brands Inc |
130.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-26.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.14 |
| Parity: |
0.08 |
| Time value: |
0.37 |
| Break-even: |
115.58 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
-0.48 |
| Theta: |
-0.02 |
| Omega: |
-12.69 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.35% |
| 1 Month |
|
|
+134.38% |
| 3 Months |
|
|
-2.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.340 |
| 1M High / 1M Low: |
0.450 |
0.208 |
| 6M High / 6M Low: |
0.860 |
0.179 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.414 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.318 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.429 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.75% |
| Volatility 6M: |
|
174.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
