BVT Put 200 HSY 20.09.2024
/ DE000VM9HJW9
BVT Put 200 HSY 20.09.2024/ DE000VM9HJW9 /
| 2024-08-08 8:32:12 AM |
Chg.+0.020 |
Bid9:31:40 PM |
Ask9:31:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+3.23% |
0.530
Bid Size: 35,000 |
0.550
Ask Size: 35,000 |
Hershey Company |
200.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM9HJW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Hershey Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
0.02 |
| Time value: |
0.64 |
| Break-even: |
176.42 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
3.13% |
| Delta: |
-0.47 |
| Theta: |
-0.07 |
| Omega: |
-12.95 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.71% |
| 1 Month |
|
|
-62.57% |
| 3 Months |
|
|
-39.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.620 |
| 1M High / 1M Low: |
1.790 |
0.620 |
| 6M High / 6M Low: |
2.170 |
0.580 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.788 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.194 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.345 |
| Avg. volume 6M: |
|
87.142 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.65% |
| Volatility 6M: |
|
186.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
