BVT Put 170 HSY 20.12.2024
/ DE000VD3LP42
BVT Put 170 HSY 20.12.2024/ DE000VD3LP42 /
10/15/2024 8:45:39 AM |
Chg.-0.010 |
Bid5:44:49 PM |
Ask5:44:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
-4.17% |
0.212 Bid Size: 38,000 |
0.230 Ask Size: 38,000 |
HERSHEY CO. ... |
170.00 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
4/8/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-65.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.11 |
Historic volatility: |
0.18 |
Parity: |
-0.05 |
Time value: |
0.26 |
Break-even: |
167.40 |
Moneyness: |
1.00 |
Premium: |
0.02 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
8.33% |
Delta: |
-0.42 |
Theta: |
-0.02 |
Omega: |
-27.46 |
Rho: |
-0.13 |
Quote data
Open: |
0.230 |
High: |
0.230 |
Low: |
0.230 |
Previous Close: |
0.240 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.17% |
1 Month |
|
|
+38.55% |
3 Months |
|
|
-47.73% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.230 |
1M High / 1M Low: |
0.240 |
0.125 |
6M High / 6M Low: |
0.990 |
0.125 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.237 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.175 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.395 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
167.19% |
Volatility 6M: |
|
172.95% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |