BVT Put 62 MDLZ 20.09.2024
/ DE000VM3Q661
BVT Put 62 MDLZ 20.09.2024/ DE000VM3Q661 /
| 2024-05-17 8:38:26 AM |
Chg.0.000 |
Bid10:00:07 PM |
Ask10:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.037EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Mondelez Internation... |
62.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM3Q66 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
62.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-140.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.15 |
| Parity: |
-0.91 |
| Time value: |
0.05 |
| Break-even: |
56.58 |
| Moneyness: |
0.86 |
| Premium: |
0.15 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.01 |
| Spread %: |
27.03% |
| Delta: |
-0.10 |
| Theta: |
-0.01 |
| Omega: |
-14.60 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.037 |
| High: |
0.037 |
| Low: |
0.037 |
| Previous Close: |
0.037 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.85% |
| 1 Month |
|
|
-75.82% |
| 3 Months |
|
|
-68.38% |
| YTD |
|
|
-73.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.046 |
0.036 |
| 1M High / 1M Low: |
0.153 |
0.036 |
| 6M High / 6M Low: |
0.191 |
0.036 |
| High (YTD): |
2024-04-16 |
0.178 |
| Low (YTD): |
2024-05-15 |
0.036 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.039 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.072 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.116 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.19% |
| Volatility 6M: |
|
144.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
