BVT Put 180 HSY 20.09.2024
/ DE000VM7NP47
BVT Put 180 HSY 20.09.2024/ DE000VM7NP47 /
| 2024-06-06 7:53:19 PM |
Chg.-0.020 |
Bid8:00:06 PM |
Ask8:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-6.25% |
0.310
Bid Size: 34,000 |
0.330
Ask Size: 34,000 |
Hershey Company |
180.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7NP4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Hershey Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-55.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-1.69 |
| Time value: |
0.33 |
| Break-even: |
162.23 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.02 |
| Spread %: |
6.45% |
| Delta: |
-0.21 |
| Theta: |
-0.03 |
| Omega: |
-11.43 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.300 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.23% |
| 1 Month |
|
|
-34.78% |
| 3 Months |
|
|
-55.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.290 |
| 1M High / 1M Low: |
0.460 |
0.189 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.308 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
