BVT Put 60 TSN 20.09.2024
/ DE000VD2R0K2
BVT Put 60 TSN 20.09.2024/ DE000VD2R0K2 /
26/07/2024 08:56:25 |
Chg.- |
Bid08:00:28 |
Ask08:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
0.218EUR |
- |
0.191 Bid Size: 17,000 |
0.211 Ask Size: 17,000 |
Tyson Foods |
60.00 - |
20/09/2024 |
Put |
Master data
WKN: |
VD2R0K |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 - |
Maturity: |
20/09/2024 |
Issue date: |
25/03/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-27.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.38 |
Implied volatility: |
- |
Historic volatility: |
0.20 |
Parity: |
0.38 |
Time value: |
-0.17 |
Break-even: |
57.92 |
Moneyness: |
1.07 |
Premium: |
-0.03 |
Premium p.a.: |
-0.19 |
Spread abs.: |
0.01 |
Spread %: |
5.05% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.218 |
High: |
0.218 |
Low: |
0.218 |
Previous Close: |
0.270 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.80% |
1 Month |
|
|
-48.10% |
3 Months |
|
|
-35.88% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.218 |
1M High / 1M Low: |
0.460 |
0.205 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.256 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.339 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
188.58% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |