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BVT Put 55 MDLZ 20.09.2024/  DE000VM5V039  /

Frankfurt Zert./VONT
2024-05-23  8:03:33 PM Chg.+0.001 Bid8:03:33 PM Ask8:03:33 PM Underlying Strike price Expiration date Option type
0.016EUR +6.67% 0.016
Bid Size: 96,000		 0.026
Ask Size: 96,000		 Mondelez Internation... 55.00 USD 2024-09-20 Put
 

Master data

WKN: VM5V03
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Put
Strike price: 55.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-23
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -185.34
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.16
Parity: -1.41
Time value: 0.04
Break-even: 50.46
Moneyness: 0.78
Premium: 0.22
Premium p.a.: 0.84
Spread abs.: 0.01
Spread %: 40.00%
Delta: -0.06
Theta: -0.01
Omega: -11.91
Rho: -0.01
 

Quote data

Open: 0.025
High: 0.025
Low: 0.016
Previous Close: 0.015
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+77.78%
1 Month
  -40.74%
3 Months
  -50.00%
YTD
  -76.47%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.008
1M High / 1M Low: 0.027 0.007
6M High / 6M Low: 0.096 0.007
High (YTD): 2024-04-15 0.072
Low (YTD): 2024-05-15 0.007
52W High: - -
52W Low: - -
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.015
Avg. volume 1M:   0.000
Avg. price 6M:   0.047
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   250.73%
Volatility 6M:   237.15%
Volatility 1Y:   -
Volatility 3Y:   -