BVT Put 65 MDLZ 20.09.2024
/ DE000VM5V062
BVT Put 65 MDLZ 20.09.2024/ DE000VM5V062 /
| 05/07/2024 20:04:58 |
Chg.-0.010 |
Bid21:57:17 |
Ask21:57:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.121EUR |
-7.63% |
-
Bid Size: - |
-
Ask Size: - |
Mondelez Internation... |
65.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM5V06 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
65.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
23/11/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-51.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.16 |
| Parity: |
-0.18 |
| Time value: |
0.12 |
| Break-even: |
58.77 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
-0.32 |
| Theta: |
-0.01 |
| Omega: |
-16.49 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.134 |
| High: |
0.135 |
| Low: |
0.121 |
| Previous Close: |
0.131 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.86% |
| 1 Month |
|
|
+5.22% |
| 3 Months |
|
|
-42.38% |
| YTD |
|
|
-36.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.156 |
0.121 |
| 1M High / 1M Low: |
0.185 |
0.105 |
| 6M High / 6M Low: |
0.290 |
0.062 |
| High (YTD): |
15/04/2024 |
0.290 |
| Low (YTD): |
16/05/2024 |
0.062 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.136 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.144 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.143 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.94% |
| Volatility 6M: |
|
171.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
