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BVT Put 60 MDLZ 20.09.2024/  DE000VM3Q6R5  /

Frankfurt Zert./VONT
2024-06-27  7:52:11 PM Chg.+0.001 Bid8:14:20 PM Ask8:14:20 PM Underlying Strike price Expiration date Option type
0.044EUR +2.33% 0.045
Bid Size: 100,000		 0.055
Ask Size: 100,000		 Mondelez Internation... 60.00 USD 2024-09-20 Put
 

Master data

WKN: VM3Q6R
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 2024-09-20
Issue date: 2023-10-10
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -109.47
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.16
Parity: -0.62
Time value: 0.06
Break-even: 55.61
Moneyness: 0.90
Premium: 0.11
Premium p.a.: 0.56
Spread abs.: 0.01
Spread %: 21.28%
Delta: -0.15
Theta: -0.01
Omega: -16.10
Rho: -0.02
 

Quote data

Open: 0.047
High: 0.047
Low: 0.044
Previous Close: 0.043
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -29.03%
1 Month
  -15.38%
3 Months
  -44.30%
YTD
  -62.39%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.062 0.032
1M High / 1M Low: 0.069 0.032
6M High / 6M Low: 0.146 0.021
High (YTD): 2024-04-15 0.146
Low (YTD): 2024-05-15 0.021
52W High: - -
52W Low: - -
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.053
Avg. volume 1M:   0.000
Avg. price 6M:   0.072
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   223.51%
Volatility 6M:   184.32%
Volatility 1Y:   -
Volatility 3Y:   -