BVT Put 47 TSN 20.09.2024
/ DE000VM3L0D3
BVT Put 47 TSN 20.09.2024/ DE000VM3L0D3 /
01/08/2024 10:20:37 |
Chg.+0.001 |
Bid10:20:37 |
Ask10:20:37 |
Underlying |
Strike price |
Expiration date |
Option type |
0.022EUR |
+4.76% |
- Bid Size: - |
- Ask Size: - |
Tyson Foods |
47.00 - |
20/09/2024 |
Put |
Master data
WKN: |
VM3L0D |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
47.00 - |
Maturity: |
20/09/2024 |
Issue date: |
09/10/2023 |
Last trading day: |
01/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-182.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.66 |
Historic volatility: |
0.19 |
Parity: |
-1.13 |
Time value: |
0.03 |
Break-even: |
46.68 |
Moneyness: |
0.81 |
Premium: |
0.20 |
Premium p.a.: |
22.77 |
Spread abs.: |
0.01 |
Spread %: |
45.45% |
Delta: |
-0.07 |
Theta: |
-0.03 |
Omega: |
-13.27 |
Rho: |
0.00 |
Quote data
Open: |
0.022 |
High: |
0.022 |
Low: |
0.022 |
Previous Close: |
0.021 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+10.00% |
3 Months |
|
|
-45.00% |
YTD |
|
|
-90.18% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.022 |
0.020 |
6M High / 6M Low: |
0.168 |
0.017 |
High (YTD): |
22/01/2024 |
0.260 |
Low (YTD): |
26/07/2024 |
0.017 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.021 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.054 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
2.66% |
Volatility 6M: |
|
195.10% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |