BVT Put 52 TSN 20.12.2024
/ DE000VD3SFR8
BVT Put 52 TSN 20.12.2024/ DE000VD3SFR8 /
| 2024-11-08 7:44:24 PM |
Chg.-0.013 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.042EUR |
-23.64% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
52.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD3SFR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
52.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-101.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
-0.36 |
| Time value: |
0.06 |
| Break-even: |
51.45 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.01 |
| Spread %: |
22.22% |
| Delta: |
-0.20 |
| Theta: |
-0.02 |
| Omega: |
-19.87 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.055 |
| High: |
0.058 |
| Low: |
0.042 |
| Previous Close: |
0.055 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.67% |
| 1 Month |
|
|
-46.84% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.071 |
0.042 |
| 1M High / 1M Low: |
0.079 |
0.042 |
| 6M High / 6M Low: |
0.250 |
0.037 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.063 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.106 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.35% |
| Volatility 6M: |
|
178.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
