BVT Put 64 MDLZ 20.09.2024
/ DE000VM3Q620
BVT Put 64 MDLZ 20.09.2024/ DE000VM3Q620 /
| 29/07/2024 19:55:05 |
Chg.-0.019 |
Bid21:59:37 |
Ask21:59:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.095EUR |
-16.67% |
-
Bid Size: - |
-
Ask Size: - |
Mondelez Internation... |
64.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-50.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
-0.22 |
| Time value: |
0.12 |
| Break-even: |
57.75 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
8.93% |
| Delta: |
-0.31 |
| Theta: |
-0.02 |
| Omega: |
-15.59 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.095 |
| Previous Close: |
0.114 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.65% |
| 1 Month |
|
|
-32.14% |
| 3 Months |
|
|
+4.40% |
| YTD |
|
|
-45.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.114 |
0.104 |
| 1M High / 1M Low: |
0.138 |
0.085 |
| 6M High / 6M Low: |
0.250 |
0.051 |
| High (YTD): |
15/04/2024 |
0.250 |
| Low (YTD): |
16/05/2024 |
0.051 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.109 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.112 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.119 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.99% |
| Volatility 6M: |
|
181.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
