BVT Put 60 MDLZ 20.09.2024
/ DE000VM3Q6R5
BVT Put 60 MDLZ 20.09.2024/ DE000VM3Q6R5 /
| 7/5/2024 7:53:04 PM |
Chg.-0.003 |
Bid9:58:09 PM |
Ask9:58:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.042EUR |
-6.67% |
-
Bid Size: - |
-
Ask Size: - |
Mondelez Internation... |
60.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-123.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
-0.64 |
| Time value: |
0.05 |
| Break-even: |
54.85 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.01 |
| Spread %: |
25.00% |
| Delta: |
-0.14 |
| Theta: |
-0.01 |
| Omega: |
-16.72 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.046 |
| High: |
0.049 |
| Low: |
0.042 |
| Previous Close: |
0.045 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.81% |
| 1 Month |
|
|
-2.33% |
| 3 Months |
|
|
-59.62% |
| YTD |
|
|
-64.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.052 |
0.042 |
| 1M High / 1M Low: |
0.069 |
0.032 |
| 6M High / 6M Low: |
0.146 |
0.021 |
| High (YTD): |
4/15/2024 |
0.146 |
| Low (YTD): |
5/15/2024 |
0.021 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.047 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.051 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.069 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.36% |
| Volatility 6M: |
|
189.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
