BVT Put 200 HSY 20.09.2024
/ DE000VM9HJW9
BVT Put 200 HSY 20.09.2024/ DE000VM9HJW9 /
| 7/12/2024 8:34:16 AM |
Chg.-0.10 |
Bid9:00:10 AM |
Ask9:00:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
-6.33% |
1.48
Bid Size: 4,000 |
1.65
Ask Size: 4,000 |
Hershey Company |
200.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
1.32 |
| Time value: |
0.28 |
| Break-even: |
168.62 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.27% |
| Delta: |
-0.68 |
| Theta: |
-0.04 |
| Omega: |
-7.33 |
| Rho: |
-0.26 |
Quote data
| Open: |
1.48 |
| High: |
1.48 |
| Low: |
1.48 |
| Previous Close: |
1.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.94% |
| 1 Month |
|
|
+15.63% |
| 3 Months |
|
|
-10.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.79 |
1.58 |
| 1M High / 1M Low: |
1.88 |
1.28 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
