BVT Put 55 TSN 21.03.2025
/ DE000VD49RN9
BVT Put 55 TSN 21.03.2025/ DE000VD49RN9 /
| 2024-08-30 8:36:51 AM |
Chg.+0.012 |
Bid1:35:42 PM |
Ask1:35:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+10.17% |
0.131
Bid Size: 44,000 |
0.141
Ask Size: 44,000 |
Tyson Foods |
55.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
VD49RN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-02 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-41.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.19 |
| Parity: |
-0.33 |
| Time value: |
0.14 |
| Break-even: |
53.59 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
7.63% |
| Delta: |
-0.26 |
| Theta: |
0.00 |
| Omega: |
-10.90 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.118 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
-45.83% |
| 3 Months |
|
|
-64.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.156 |
0.118 |
| 1M High / 1M Low: |
0.270 |
0.118 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.137 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.191 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
