BVT Put 62 MDLZ 20.09.2024
/ DE000VM3Q661
BVT Put 62 MDLZ 20.09.2024/ DE000VM3Q661 /
| 2024-05-03 8:34:30 AM |
Chg.-0.002 |
Bid2:12:52 PM |
Ask2:12:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
-3.03% |
0.069
Bid Size: 38,000 |
0.079
Ask Size: 38,000 |
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: |
-85.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.16 |
| Parity: |
-0.79 |
| Time value: |
0.08 |
| Break-even: |
57.01 |
| Moneyness: |
0.88 |
| Premium: |
0.13 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.01 |
| Spread %: |
14.93% |
| Delta: |
-0.15 |
| Theta: |
-0.01 |
| Omega: |
-12.45 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.064 |
| High: |
0.064 |
| Low: |
0.064 |
| Previous Close: |
0.066 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.99% |
| 1 Month |
|
|
-45.30% |
| 3 Months |
|
|
-17.95% |
| YTD |
|
|
-54.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.079 |
0.064 |
| 1M High / 1M Low: |
0.178 |
0.064 |
| 6M High / 6M Low: |
0.260 |
0.064 |
| High (YTD): |
2024-04-16 |
0.178 |
| Low (YTD): |
2024-04-30 |
0.064 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.071 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.122 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.131 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.73% |
| Volatility 6M: |
|
139.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
