BVT Put 64 KTF 20.12.2024
/ DE000VD3LRG1
BVT Put 64 KTF 20.12.2024/ DE000VD3LRG1 /
| 9/13/2024 8:49:37 AM |
Chg.+0.007 |
Bid11:49:15 AM |
Ask11:49:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.052EUR |
+15.56% |
0.052
Bid Size: 24,000 |
0.062
Ask Size: 24,000 |
MONDELEZ INTL INC. A |
64.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/8/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-104.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.16 |
| Parity: |
-0.31 |
| Time value: |
0.06 |
| Break-even: |
63.36 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
18.52% |
| Delta: |
-0.21 |
| Theta: |
-0.01 |
| Omega: |
-22.43 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.052 |
| High: |
0.052 |
| Low: |
0.052 |
| Previous Close: |
0.045 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-60.00% |
| 3 Months |
|
|
-76.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.052 |
0.042 |
| 1M High / 1M Low: |
0.130 |
0.042 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.047 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.073 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
