BVT Put 47 TSN 20.09.2024
/ DE000VM3L0D3
BVT Put 47 TSN 20.09.2024/ DE000VM3L0D3 /
| 2024-05-24 4:52:26 PM |
Chg.-0.001 |
Bid7:18:27 PM |
Ask7:18:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.023EUR |
-4.17% |
0.025
Bid Size: 110,000 |
0.035
Ask Size: 110,000 |
Tyson Foods |
47.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM3L0D |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
47.00 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: |
-159.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
-1.23 |
| Time value: |
0.04 |
| Break-even: |
43.12 |
| Moneyness: |
0.78 |
| Premium: |
0.23 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.01 |
| Spread %: |
40.00% |
| Delta: |
-0.07 |
| Theta: |
-0.01 |
| Omega: |
-11.09 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.024 |
| High: |
0.024 |
| Low: |
0.023 |
| Previous Close: |
0.024 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.78% |
| 1 Month |
|
|
-52.08% |
| 3 Months |
|
|
-86.78% |
| YTD |
|
|
-89.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.024 |
0.018 |
| 1M High / 1M Low: |
0.060 |
0.018 |
| 6M High / 6M Low: |
0.430 |
0.018 |
| High (YTD): |
2024-01-22 |
0.260 |
| Low (YTD): |
2024-05-17 |
0.018 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.020 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.035 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.162 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.24% |
| Volatility 6M: |
|
157.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
