BVT Put 43 TSN 20.09.2024
/ DE000VM3LZ74
BVT Put 43 TSN 20.09.2024/ DE000VM3LZ74 /
| 7/5/2024 7:45:40 PM |
Chg.+0.004 |
Bid9:55:46 PM |
Ask9:55:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.016EUR |
+33.33% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
43.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM3LZ7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
43.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-156.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.20 |
| Parity: |
-1.20 |
| Time value: |
0.03 |
| Break-even: |
39.34 |
| Moneyness: |
0.77 |
| Premium: |
0.24 |
| Premium p.a.: |
1.80 |
| Spread abs.: |
0.01 |
| Spread %: |
43.48% |
| Delta: |
-0.07 |
| Theta: |
-0.01 |
| Omega: |
-10.72 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.011 |
| High: |
0.019 |
| Low: |
0.011 |
| Previous Close: |
0.012 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
-5.88% |
| 3 Months |
|
|
-52.94% |
| YTD |
|
|
-88.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.016 |
0.011 |
| 1M High / 1M Low: |
0.022 |
0.011 |
| 6M High / 6M Low: |
0.171 |
0.010 |
| High (YTD): |
1/22/2024 |
0.171 |
| Low (YTD): |
5/17/2024 |
0.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.013 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.016 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.057 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.16% |
| Volatility 6M: |
|
165.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
