BVT Put 56 MDLZ 20.09.2024
/ DE000VM3Q6X3
BVT Put 56 MDLZ 20.09.2024/ DE000VM3Q6X3 /
| 12/07/2024 08:37:35 |
Chg.+0.009 |
Bid21:15:12 |
Ask21:15:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.024EUR |
+60.00% |
0.018
Bid Size: 102,000 |
0.028
Ask Size: 102,000 |
Mondelez Internation... |
56.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM3Q6X |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
56.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-176.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.16 |
| Parity: |
-0.86 |
| Time value: |
0.03 |
| Break-even: |
51.16 |
| Moneyness: |
0.86 |
| Premium: |
0.15 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
0.01 |
| Spread %: |
41.67% |
| Delta: |
-0.09 |
| Theta: |
-0.01 |
| Omega: |
-16.11 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.024 |
| High: |
0.024 |
| Low: |
0.024 |
| Previous Close: |
0.015 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
-61.90% |
| YTD |
|
|
-68.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.023 |
0.015 |
| 1M High / 1M Low: |
0.030 |
0.012 |
| 6M High / 6M Low: |
0.076 |
0.010 |
| High (YTD): |
16/04/2024 |
0.076 |
| Low (YTD): |
20/05/2024 |
0.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.021 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.037 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
495.47% |
| Volatility 6M: |
|
309.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
