BVT Put 55 KTF 20.12.2024
/ DE000VD8V0Y1
BVT Put 55 KTF 20.12.2024/ DE000VD8V0Y1 /
| 2024-07-30 8:05:45 PM |
Chg.+0.002 |
Bid9:52:51 PM |
Ask9:52:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.047EUR |
+4.44% |
0.038
Bid Size: 100,000 |
0.048
Ask Size: 100,000 |
MONDELEZ INTL INC. A |
55.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD8V0Y |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MONDELEZ INTL INC. A |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-06-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-110.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.16 |
| Parity: |
-0.70 |
| Time value: |
0.06 |
| Break-even: |
54.44 |
| Moneyness: |
0.89 |
| Premium: |
0.12 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
21.74% |
| Delta: |
-0.13 |
| Theta: |
-0.01 |
| Omega: |
-14.68 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.046 |
| High: |
0.049 |
| Low: |
0.046 |
| Previous Close: |
0.045 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.17% |
| 1 Month |
|
|
-20.34% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.054 |
0.045 |
| 1M High / 1M Low: |
0.062 |
0.042 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.052 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
