BVT Put 52 TSN 20.12.2024
/ DE000VD3SFR8
BVT Put 52 TSN 20.12.2024/ DE000VD3SFR8 /
| 9/3/2024 7:46:07 PM |
Chg.-0.003 |
Bid9:10:26 PM |
Ask9:10:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.041EUR |
-6.82% |
0.042
Bid Size: 110,000 |
0.052
Ask Size: 110,000 |
Tyson Foods |
52.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD3SFR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
52.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-107.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
-0.61 |
| Time value: |
0.05 |
| Break-even: |
51.46 |
| Moneyness: |
0.89 |
| Premium: |
0.11 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
22.73% |
| Delta: |
-0.14 |
| Theta: |
-0.01 |
| Omega: |
-15.34 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.045 |
| High: |
0.045 |
| Low: |
0.041 |
| Previous Close: |
0.044 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.00% |
| 1 Month |
|
|
-66.67% |
| 3 Months |
|
|
-77.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.050 |
0.043 |
| 1M High / 1M Low: |
0.089 |
0.043 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.045 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.064 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
