BVT Put 170 HSY 20.12.2024
/ DE000VD3LP42
BVT Put 170 HSY 20.12.2024/ DE000VD3LP42 /
| 13/09/2024 08:49:36 |
Chg.+0.007 |
Bid14:48:47 |
Ask14:48:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.166EUR |
+4.40% |
0.161
Bid Size: 15,000 |
0.179
Ask Size: 15,000 |
HERSHEY CO. ... |
170.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD3LP4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
HERSHEY CO. DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
08/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-97.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.18 |
| Parity: |
-0.91 |
| Time value: |
0.18 |
| Break-even: |
168.16 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
10.84% |
| Delta: |
-0.21 |
| Theta: |
-0.02 |
| Omega: |
-20.74 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.166 |
| High: |
0.166 |
| Low: |
0.166 |
| Previous Close: |
0.159 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.29% |
| 1 Month |
|
|
-36.15% |
| 3 Months |
|
|
-69.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.183 |
0.137 |
| 1M High / 1M Low: |
0.260 |
0.137 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.157 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.201 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
