BVT Put 130 YUM 20.09.2024
/ DE000VM7NTC2
BVT Put 130 YUM 20.09.2024/ DE000VM7NTC2 /
| 8/1/2024 8:45:39 AM |
Chg.-0.040 |
Bid9:47:30 PM |
Ask9:47:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-11.11% |
0.310
Bid Size: 35,000 |
0.320
Ask Size: 35,000 |
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: |
-37.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.14 |
| Parity: |
-0.26 |
| Time value: |
0.33 |
| Break-even: |
116.81 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
3.13% |
| Delta: |
-0.37 |
| Theta: |
-0.04 |
| Omega: |
-13.93 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.21% |
| 1 Month |
|
|
-5.88% |
| 3 Months |
|
|
+18.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.360 |
| 1M High / 1M Low: |
0.630 |
0.340 |
| 6M High / 6M Low: |
0.860 |
0.179 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.473 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.397 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.59% |
| Volatility 6M: |
|
195.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
