BVT Put 64 KTF 20.12.2024
/ DE000VD3LRG1
BVT Put 64 KTF 20.12.2024/ DE000VD3LRG1 /
| 26/06/2024 15:54:33 |
Chg.+0.035 |
Bid21:59:44 |
Ask21:59:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.194EUR |
+22.01% |
0.199
Bid Size: 100,000 |
0.209
Ask Size: 100,000 |
MONDELEZ INTL INC. A |
64.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD3LRG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MONDELEZ INTL INC. A |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
64.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
08/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-35.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.16 |
| Parity: |
0.06 |
| Time value: |
0.11 |
| Break-even: |
62.23 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
5.99% |
| Delta: |
-0.45 |
| Theta: |
0.00 |
| Omega: |
-16.00 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.194 |
| High: |
0.194 |
| Low: |
0.194 |
| Previous Close: |
0.159 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.91% |
| 1 Month |
|
|
+3.74% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.159 |
| 1M High / 1M Low: |
0.240 |
0.159 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.206 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
