BVT Put 62 MDLZ 20.09.2024
/ DE000VM3Q661
BVT Put 62 MDLZ 20.09.2024/ DE000VM3Q661 /
16/08/2024 08:39:11 |
Chg.-0.003 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.012EUR |
-20.00% |
- Bid Size: - |
- Ask Size: - |
Mondelez Internation... |
62.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
VM3Q66 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
62.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
10/10/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-278.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.16 |
Parity: |
-0.75 |
Time value: |
0.02 |
Break-even: |
56.28 |
Moneyness: |
0.88 |
Premium: |
0.12 |
Premium p.a.: |
2.30 |
Spread abs.: |
0.01 |
Spread %: |
76.92% |
Delta: |
-0.08 |
Theta: |
-0.01 |
Omega: |
-22.34 |
Rho: |
-0.01 |
Quote data
Open: |
0.012 |
High: |
0.012 |
Low: |
0.012 |
Previous Close: |
0.015 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-47.83% |
1 Month |
|
|
-87.63% |
3 Months |
|
|
-67.57% |
YTD |
|
|
-91.55% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.025 |
0.014 |
1M High / 1M Low: |
0.097 |
0.014 |
6M High / 6M Low: |
0.178 |
0.014 |
High (YTD): |
16/04/2024 |
0.178 |
Low (YTD): |
14/08/2024 |
0.014 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.020 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.050 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.082 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
470.75% |
Volatility 6M: |
|
278.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |