BVT Put 56 TSN 20.09.2024
/ DE000VM728G3
BVT Put 56 TSN 20.09.2024/ DE000VM728G3 /
2024-07-26 8:02:16 PM |
Chg.-0.013 |
Bid9:41:36 AM |
Ask9:41:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.091EUR |
-12.50% |
0.086 Bid Size: 28,000 |
0.096 Ask Size: 28,000 |
Tyson Foods |
56.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
VM728G |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
56.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-08 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-57.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.20 |
Parity: |
-0.46 |
Time value: |
0.10 |
Break-even: |
50.62 |
Moneyness: |
0.92 |
Premium: |
0.10 |
Premium p.a.: |
0.88 |
Spread abs.: |
0.01 |
Spread %: |
11.49% |
Delta: |
-0.22 |
Theta: |
-0.02 |
Omega: |
-12.73 |
Rho: |
-0.02 |
Quote data
Open: |
0.094 |
High: |
0.094 |
Low: |
0.091 |
Previous Close: |
0.104 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-22.88% |
1 Month |
|
|
-50.81% |
3 Months |
|
|
-53.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.124 |
0.091 |
1M High / 1M Low: |
0.213 |
0.091 |
6M High / 6M Low: |
0.650 |
0.091 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.111 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.152 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.285 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
193.61% |
Volatility 6M: |
|
168.08% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |