BVT Put 45 TSN 20.09.2024
/ DE000VM3LZV2
BVT Put 45 TSN 20.09.2024/ DE000VM3LZV2 /
2024-07-23 10:16:45 AM |
Chg.-0.001 |
Bid10:16:45 AM |
Ask10:16:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.018EUR |
-5.26% |
- Bid Size: - |
- Ask Size: - |
Tyson Foods |
45.00 - |
2024-09-20 |
Put |
Master data
WKN: |
VM3LZV |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
45.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-09 |
Last trading day: |
2024-07-24 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-200.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.20 |
Parity: |
-1.12 |
Time value: |
0.03 |
Break-even: |
44.72 |
Moneyness: |
0.80 |
Premium: |
0.20 |
Premium p.a.: |
2.43 |
Spread abs.: |
0.01 |
Spread %: |
55.56% |
Delta: |
-0.07 |
Theta: |
-0.01 |
Omega: |
-13.36 |
Rho: |
-0.01 |
Quote data
Open: |
0.018 |
High: |
0.018 |
Low: |
0.018 |
Previous Close: |
0.019 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-14.29% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-45.45% |
YTD |
|
|
-89.94% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.019 |
0.018 |
1M High / 1M Low: |
0.023 |
0.016 |
6M High / 6M Low: |
0.181 |
0.013 |
High (YTD): |
2024-01-22 |
0.213 |
Low (YTD): |
2024-05-17 |
0.013 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.018 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.019 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.059 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
210.93% |
Volatility 6M: |
|
182.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |