BVT Put 56 TSN 20.09.2024/  DE000VM728G3  /

EUWAX
2024-07-26  8:46:45 AM Chg.-0.026 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.096EUR -21.31% -
Bid Size: -
-
Ask Size: -
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: 0.096
High: 0.096
Low: 0.096
Previous Close: 0.122
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.03%
1 Month
  -52.24%
3 Months
  -49.47%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.127 0.096
1M High / 1M Low: 0.221 0.090
6M High / 6M Low: 0.640 0.090
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.115
Avg. volume 1W:   0.000
Avg. price 1M:   0.159
Avg. volume 1M:   0.000
Avg. price 6M:   0.286
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   208.02%
Volatility 6M:   175.31%
Volatility 1Y:   -
Volatility 3Y:   -