BVT Put 52 TSN 20.09.2024
/ DE000VM8Z307
BVT Put 52 TSN 20.09.2024/ DE000VM8Z307 /
| 2024-07-26 7:44:17 PM |
Chg.-0.006 |
Bid9:57:45 PM |
Ask9:57:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
-13.04% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
52.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM8Z30 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
52.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-117.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.20 |
| Parity: |
-0.83 |
| Time value: |
0.05 |
| Break-even: |
47.42 |
| Moneyness: |
0.85 |
| Premium: |
0.16 |
| Premium p.a.: |
1.62 |
| Spread abs.: |
0.01 |
| Spread %: |
26.32% |
| Delta: |
-0.11 |
| Theta: |
-0.01 |
| Omega: |
-13.28 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.042 |
| High: |
0.043 |
| Low: |
0.040 |
| Previous Close: |
0.046 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.93% |
| 1 Month |
|
|
-48.05% |
| 3 Months |
|
|
-64.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.055 |
0.040 |
| 1M High / 1M Low: |
0.093 |
0.040 |
| 6M High / 6M Low: |
0.430 |
0.040 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.067 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.163 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.99% |
| Volatility 6M: |
|
181.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
