BVT Put 64 MDLZ 21.03.2025
/ DE000VD9F0T0
BVT Put 64 MDLZ 21.03.2025/ DE000VD9F0T0 /
2024-09-10 1:44:02 PM |
Chg.-0.004 |
Bid2:46:07 PM |
Ask2:46:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.101EUR |
-3.81% |
0.102 Bid Size: 38,000 |
0.112 Ask Size: 38,000 |
Mondelez Internation... |
64.00 USD |
2025-03-21 |
Put |
Master data
WKN: |
VD9F0T |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
64.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-07-08 |
Last trading day: |
2025-03-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-61.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.16 |
Parity: |
-1.06 |
Time value: |
0.11 |
Break-even: |
56.88 |
Moneyness: |
0.85 |
Premium: |
0.17 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.01 |
Spread %: |
9.90% |
Delta: |
-0.15 |
Theta: |
-0.01 |
Omega: |
-9.06 |
Rho: |
-0.06 |
Quote data
Open: |
0.100 |
High: |
0.101 |
Low: |
0.100 |
Previous Close: |
0.105 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-24.63% |
1 Month |
|
|
-54.50% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.134 |
0.105 |
1M High / 1M Low: |
0.205 |
0.105 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.113 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.151 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
112.32% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |