BVT Put 170 HSY 20.12.2024
/ DE000VD3LP42
BVT Put 170 HSY 20.12.2024/ DE000VD3LP42 /
9/13/2024 8:49:36 AM |
Chg.+0.007 |
Bid4:16:28 PM |
Ask4:16:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.166EUR |
+4.40% |
0.150 Bid Size: 36,000 |
0.169 Ask Size: 36,000 |
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: |
-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: |
|
- |