BVT Put 48 TSN 20.09.2024
/ DE000VM3L0E1
BVT Put 48 TSN 20.09.2024/ DE000VM3L0E1 /
| 06/08/2024 10:17:04 |
Chg.+0.003 |
Bid10:30:16 |
Ask10:30:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.026EUR |
+13.04% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
48.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
VM3L0E |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
48.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
06/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-157.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.19 |
| Parity: |
-0.85 |
| Time value: |
0.04 |
| Break-even: |
47.64 |
| Moneyness: |
0.85 |
| Premium: |
0.16 |
| Premium p.a.: |
3.59 |
| Spread abs.: |
0.01 |
| Spread %: |
38.46% |
| Delta: |
-0.10 |
| Theta: |
-0.02 |
| Omega: |
-14.96 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.026 |
| High: |
0.026 |
| Low: |
0.026 |
| Previous Close: |
0.023 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-3.70% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-89.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.028 |
0.020 |
| 6M High / 6M Low: |
0.217 |
0.020 |
| High (YTD): |
22/01/2024 |
0.290 |
| Low (YTD): |
26/07/2024 |
0.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.024 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.073 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.41% |
| Volatility 6M: |
|
180.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
