BVT Put 56 TSN 20.12.2024
/ DE000VD3SFQ0
BVT Put 56 TSN 20.12.2024/ DE000VD3SFQ0 /
| 2024-08-30 7:53:19 PM |
Chg.+0.005 |
Bid8:42:54 AM |
Ask8:42:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.081EUR |
+6.58% |
0.078
Bid Size: 17,000 |
0.088
Ask Size: 17,000 |
Tyson Foods |
56.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD3SFQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
56.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-66.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.19 |
| Parity: |
-0.22 |
| Time value: |
0.09 |
| Break-even: |
55.12 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
12.82% |
| Delta: |
-0.27 |
| Theta: |
-0.01 |
| Omega: |
-17.86 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.079 |
| High: |
0.081 |
| Low: |
0.076 |
| Previous Close: |
0.076 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.57% |
| 1 Month |
|
|
-61.97% |
| 3 Months |
|
|
-73.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.087 |
0.076 |
| 1M High / 1M Low: |
0.213 |
0.076 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.081 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.122 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
