BVT Put 55 TSN 20.09.2024
/ DE000VD0LD72
BVT Put 55 TSN 20.09.2024/ DE000VD0LD72 /
28/08/2024 20:00:54 |
Chg.0.000 |
Bid21:57:29 |
Ask21:46:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.008EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Tyson Foods |
55.00 - |
20/09/2024 |
Put |
Master data
WKN: |
VD0LD7 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
55.00 - |
Maturity: |
20/09/2024 |
Issue date: |
20/02/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-285.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.17 |
Historic volatility: |
0.19 |
Parity: |
-0.22 |
Time value: |
0.02 |
Break-even: |
54.80 |
Moneyness: |
0.96 |
Premium: |
0.04 |
Premium p.a.: |
0.92 |
Spread abs.: |
0.01 |
Spread %: |
150.00% |
Delta: |
-0.16 |
Theta: |
-0.01 |
Omega: |
-44.74 |
Rho: |
-0.01 |
Quote data
Open: |
0.007 |
High: |
0.008 |
Low: |
0.006 |
Previous Close: |
0.008 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-27.27% |
1 Month |
|
|
-89.04% |
3 Months |
|
|
-95.15% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.011 |
0.008 |
1M High / 1M Low: |
0.090 |
0.008 |
6M High / 6M Low: |
0.460 |
0.008 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.010 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.032 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.174 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
277.22% |
Volatility 6M: |
|
202.36% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |