BVT Put 48 TSN 21.03.2025
/ DE000VD9J888
BVT Put 48 TSN 21.03.2025/ DE000VD9J888 /
| 2024-11-12 7:55:37 PM |
Chg.-0.034 |
Bid9:35:57 PM |
Ask9:35:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.028EUR |
-54.84% |
0.030
Bid Size: 108,000 |
0.040
Ask Size: 108,000 |
Tyson Foods |
48.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
VD9J88 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
48.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-09 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-72.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
-0.72 |
| Time value: |
0.08 |
| Break-even: |
47.24 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
15.15% |
| Delta: |
-0.15 |
| Theta: |
-0.01 |
| Omega: |
-11.18 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.067 |
| High: |
0.067 |
| Low: |
0.027 |
| Previous Close: |
0.062 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-65.43% |
| 1 Month |
|
|
-62.67% |
| 3 Months |
|
|
-70.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.081 |
0.062 |
| 1M High / 1M Low: |
0.083 |
0.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.071 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
