BVT Put 56 KTF 20.12.2024
/ DE000VD4BDS5
BVT Put 56 KTF 20.12.2024/ DE000VD4BDS5 /
| 8/5/2024 5:06:09 PM |
Chg.+0.015 |
Bid6:01:20 PM |
Ask6:01:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.049EUR |
+44.12% |
0.053
Bid Size: 102,000 |
0.063
Ask Size: 102,000 |
MONDELEZ INTL INC. A |
56.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD4BDS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MONDELEZ INTL INC. A |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
56.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/17/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-134.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
-0.88 |
| Time value: |
0.05 |
| Break-even: |
55.52 |
| Moneyness: |
0.86 |
| Premium: |
0.14 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
26.32% |
| Delta: |
-0.11 |
| Theta: |
-0.01 |
| Omega: |
-14.48 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.037 |
| High: |
0.049 |
| Low: |
0.034 |
| Previous Close: |
0.034 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.26% |
| 1 Month |
|
|
-22.22% |
| 3 Months |
|
|
-24.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.056 |
0.034 |
| 1M High / 1M Low: |
0.072 |
0.034 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.058 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
