BVT Put 120 YUM 21.06.2024
/ DE000VM57529
BVT Put 120 YUM 21.06.2024/ DE000VM57529 /
| 2024-05-31 8:03:56 PM |
Chg.-0.006 |
Bid9:52:36 PM |
Ask9:52:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.033EUR |
-15.38% |
-
Bid Size: - |
-
Ask Size: - |
Yum Brands Inc |
120.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM5752 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-308.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.14 |
| Parity: |
-1.61 |
| Time value: |
0.04 |
| Break-even: |
110.20 |
| Moneyness: |
0.87 |
| Premium: |
0.13 |
| Premium p.a.: |
8.31 |
| Spread abs.: |
0.01 |
| Spread %: |
32.26% |
| Delta: |
-0.07 |
| Theta: |
-0.04 |
| Omega: |
-22.21 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.039 |
| High: |
0.039 |
| Low: |
0.033 |
| Previous Close: |
0.039 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.92% |
| 1 Month |
|
|
-45.00% |
| 3 Months |
|
|
-72.50% |
| YTD |
|
|
-89.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.046 |
0.023 |
| 1M High / 1M Low: |
0.060 |
0.012 |
| 6M High / 6M Low: |
0.520 |
0.012 |
| High (YTD): |
2024-01-04 |
0.380 |
| Low (YTD): |
2024-05-22 |
0.012 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.035 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.033 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.181 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
738.38% |
| Volatility 6M: |
|
333.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
