BVT Put 140 TGR 20.12.2024
/ DE000VD3SC81
BVT Put 140 TGR 20.12.2024/ DE000VD3SC81 /
| 8/8/2024 10:30:31 AM |
Chg.+0.020 |
Bid10:33:46 AM |
Ask10:33:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+2.53% |
0.800
Bid Size: 9,000 |
0.840
Ask Size: 9,000 |
YUM BRANDS |
140.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD3SC8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
YUM BRANDS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
1.52 |
| Implied volatility: |
- |
| Historic volatility: |
0.15 |
| Parity: |
1.52 |
| Time value: |
-0.73 |
| Break-even: |
132.10 |
| Moneyness: |
1.12 |
| Premium: |
-0.06 |
| Premium p.a.: |
-0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.28% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.83% |
| 1 Month |
|
|
-31.93% |
| 3 Months |
|
|
+3.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.710 |
| 1M High / 1M Low: |
1.390 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.894 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.142 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
