BVT Put 54 TSN 21.06.2024
/ DE000VM0DU72
BVT Put 54 TSN 21.06.2024/ DE000VM0DU72 /
| 2024-05-24 8:32:41 AM |
Chg.0.000 |
Bid9:59:37 PM |
Ask9:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.011EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
54.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM0DU7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
54.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-26 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-265.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
-0.58 |
| Time value: |
0.02 |
| Break-even: |
49.74 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
2.83 |
| Spread abs.: |
0.01 |
| Spread %: |
90.91% |
| Delta: |
-0.09 |
| Theta: |
-0.01 |
| Omega: |
-23.82 |
| Rho: |
0.00 |
Quote data
| Open: |
0.011 |
| High: |
0.011 |
| Low: |
0.011 |
| Previous Close: |
0.011 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
-82.81% |
| 3 Months |
|
|
-96.67% |
| YTD |
|
|
-97.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.011 |
0.009 |
| 1M High / 1M Low: |
0.065 |
0.009 |
| 6M High / 6M Low: |
0.770 |
0.009 |
| High (YTD): |
2024-02-14 |
0.430 |
| Low (YTD): |
2024-05-22 |
0.009 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.032 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.271 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.16% |
| Volatility 6M: |
|
189.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
