BVT Put 52 TSN 20.12.2024
/ DE000VD3SFR8
BVT Put 52 TSN 20.12.2024/ DE000VD3SFR8 /
2024-07-26 8:46:23 AM |
Chg.-0.015 |
Bid10:00:02 PM |
Ask10:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.109EUR |
-12.10% |
- 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: |
-49.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.20 |
Parity: |
-0.42 |
Time value: |
0.11 |
Break-even: |
50.87 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.01 |
Spread %: |
9.71% |
Delta: |
-0.23 |
Theta: |
-0.01 |
Omega: |
-11.53 |
Rho: |
-0.06 |
Quote data
Open: |
0.109 |
High: |
0.109 |
Low: |
0.109 |
Previous Close: |
0.124 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.81% |
1 Month |
|
|
-36.99% |
3 Months |
|
|
-40.76% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.126 |
0.109 |
1M High / 1M Low: |
0.182 |
0.100 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.120 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.145 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.86% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |