BVT Put 44 TSN 20.09.2024
/ DE000VM3LZX8
BVT Put 44 TSN 20.09.2024/ DE000VM3LZX8 /
2024-05-24 5:00:50 PM |
Chg.0.000 |
Bid6:19:47 PM |
Ask6:19:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.014EUR |
0.00% |
0.014 Bid Size: 110,000 |
0.024 Ask Size: 110,000 |
Tyson Foods |
44.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
VM3LZX |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
44.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-09 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-223.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.20 |
Parity: |
-1.51 |
Time value: |
0.03 |
Break-even: |
40.45 |
Moneyness: |
0.73 |
Premium: |
0.28 |
Premium p.a.: |
1.11 |
Spread abs.: |
0.01 |
Spread %: |
66.67% |
Delta: |
-0.05 |
Theta: |
0.00 |
Omega: |
-10.62 |
Rho: |
-0.01 |
Quote data
Open: |
0.015 |
High: |
0.015 |
Low: |
0.014 |
Previous Close: |
0.014 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+16.67% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
-87.39% |
YTD |
|
|
-91.20% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.014 |
0.012 |
1M High / 1M Low: |
0.033 |
0.012 |
6M High / 6M Low: |
0.320 |
0.012 |
High (YTD): |
2024-01-22 |
0.189 |
Low (YTD): |
2024-05-21 |
0.012 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.013 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.020 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.112 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
211.99% |
Volatility 6M: |
|
154.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |