BVT Put 55 MDLZ 20.09.2024
/ DE000VM5V039
BVT Put 55 MDLZ 20.09.2024/ DE000VM5V039 /
| 2024-05-27 8:39:11 AM |
Chg.+0.001 |
Bid9:29:38 AM |
Ask9:29:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.022EUR |
+4.76% |
0.022
Bid Size: 24,000 |
0.032
Ask Size: 24,000 |
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: |
-196.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.15 |
| Parity: |
-1.23 |
| Time value: |
0.03 |
| Break-even: |
50.39 |
| Moneyness: |
0.81 |
| Premium: |
0.20 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.01 |
| Spread %: |
45.45% |
| Delta: |
-0.07 |
| Theta: |
-0.01 |
| Omega: |
-13.22 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.022 |
| High: |
0.022 |
| Low: |
0.022 |
| Previous Close: |
0.021 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+175.00% |
| 1 Month |
|
|
-12.00% |
| 3 Months |
|
|
-43.59% |
| YTD |
|
|
-67.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.024 |
0.008 |
| 1M High / 1M Low: |
0.024 |
0.008 |
| 6M High / 6M Low: |
0.096 |
0.008 |
| High (YTD): |
2024-04-16 |
0.065 |
| Low (YTD): |
2024-05-20 |
0.008 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.015 |
| 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: |
|
535.25% |
| Volatility 6M: |
|
256.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
