BVT Put 56 TSN 20.09.2024
/ DE000VM728G3
BVT Put 56 TSN 20.09.2024/ DE000VM728G3 /
| 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: |
|
- |
