BVT Put 62 MDLZ 20.09.2024
/ DE000VM3Q661
BVT Put 62 MDLZ 20.09.2024/ DE000VM3Q661 /
| 6/26/2024 7:41:52 PM |
Chg.+0.010 |
Bid8:38:17 AM |
Ask8:38:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.067EUR |
+17.54% |
0.074
Bid Size: 15,000 |
0.084
Ask Size: 15,000 |
Mondelez Internation... |
62.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-76.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
-0.43 |
| Time value: |
0.08 |
| Break-even: |
57.23 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
13.89% |
| Delta: |
-0.21 |
| Theta: |
-0.01 |
| Omega: |
-15.84 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.056 |
| High: |
0.067 |
| Low: |
0.056 |
| Previous Close: |
0.057 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.56% |
| 1 Month |
|
|
-8.22% |
| 3 Months |
|
|
-36.19% |
| YTD |
|
|
-53.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.053 |
| 1M High / 1M Low: |
0.100 |
0.053 |
| 6M High / 6M Low: |
0.188 |
0.034 |
| High (YTD): |
4/15/2024 |
0.188 |
| Low (YTD): |
5/17/2024 |
0.034 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.070 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.095 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.28% |
| Volatility 6M: |
|
166.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
