BVT Put 46 TSN 20.09.2024
/ DE000VM3LZ58
BVT Put 46 TSN 20.09.2024/ DE000VM3LZ58 /
| 2024-05-24 5:01:21 PM |
Chg.-0.001 |
Bid6:19:47 PM |
Ask6:19:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.019EUR |
-5.00% |
0.020
Bid Size: 110,000 |
0.030
Ask Size: 110,000 |
Tyson Foods |
46.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM3LZ5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
46.00 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: |
-179.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
-1.32 |
| Time value: |
0.03 |
| Break-even: |
42.24 |
| Moneyness: |
0.76 |
| Premium: |
0.24 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.01 |
| Spread %: |
47.62% |
| Delta: |
-0.06 |
| Theta: |
-0.01 |
| Omega: |
-10.96 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.020 |
| High: |
0.020 |
| Low: |
0.019 |
| Previous Close: |
0.020 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.75% |
| 1 Month |
|
|
-52.50% |
| 3 Months |
|
|
-87.16% |
| YTD |
|
|
-90.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.020 |
0.016 |
| 1M High / 1M Low: |
0.049 |
0.016 |
| 6M High / 6M Low: |
0.390 |
0.016 |
| High (YTD): |
2024-01-22 |
0.234 |
| Low (YTD): |
2024-05-22 |
0.016 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.017 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.029 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.144 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.89% |
| Volatility 6M: |
|
154.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
