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: |
|
- |