BVT Put 64 TSN 20.12.2024
/ DE000VD5N805
BVT Put 64 TSN 20.12.2024/ DE000VD5N805 /
| 2024-11-12 8:14:22 AM |
Chg.+0.070 |
Bid9:42:14 PM |
Ask9:42:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+14.00% |
0.250
Bid Size: 65,000 |
0.260
Ask Size: 65,000 |
Tyson Foods |
64.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD5N80 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
64.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
- |
| Historic volatility: |
0.20 |
| Parity: |
0.88 |
| Time value: |
-0.30 |
| Break-even: |
58.20 |
| Moneyness: |
1.16 |
| Premium: |
-0.06 |
| Premium p.a.: |
-0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.39% |
| 1 Month |
|
|
-5.00% |
| 3 Months |
|
|
+32.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.460 |
| 1M High / 1M Low: |
0.670 |
0.440 |
| 6M High / 6M Low: |
0.980 |
0.221 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.530 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.540 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.560 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.24% |
| Volatility 6M: |
|
153.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
