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BVT Put 64 MDLZ 20.09.2024/  DE000VM3Q620  /

Frankfurt Zert./VONT
2024-06-26  7:52:47 PM Chg.+0.014 Bid10:10:57 AM Ask10:10:57 AM Underlying Strike price Expiration date Option type
0.103EUR +15.73% 0.108
Bid Size: 25,000		 0.118
Ask Size: 25,000		 Mondelez Internation... 64.00 USD 2024-09-20 Put
 

Master data

WKN: VM3Q62
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Put
Strike price: 64.00 USD
Maturity: 2024-09-20
Issue date: 2023-10-10
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -52.88
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.16
Parity: -0.25
Time value: 0.12
Break-even: 58.75
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 9.26%
Delta: -0.29
Theta: -0.01
Omega: -15.43
Rho: -0.05
 

Quote data

Open: 0.083
High: 0.103
Low: 0.083
Previous Close: 0.089
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -23.13%
1 Month     0.00%
3 Months
  -25.36%
YTD
  -41.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.134 0.084
1M High / 1M Low: 0.151 0.084
6M High / 6M Low: 0.250 0.051
High (YTD): 2024-04-15 0.250
Low (YTD): 2024-05-16 0.051
52W High: - -
52W Low: - -
Avg. price 1W:   0.107
Avg. volume 1W:   0.000
Avg. price 1M:   0.116
Avg. volume 1M:   0.000
Avg. price 6M:   0.126
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   197.88%
Volatility 6M:   162.03%
Volatility 1Y:   -
Volatility 3Y:   -