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BVT Put 64 MDLZ 21.06.2024/  DE000VU9LSR2  /

Frankfurt Zert./VONT
2024-05-22  2:02:07 PM Chg.-0.002 Bid3:58:37 PM Ask3:58:37 PM Underlying Strike price Expiration date Option type
0.008EUR -20.00% 0.012
Bid Size: 94,000		 0.022
Ask Size: 94,000		 Mondelez Internation... 64.00 USD 2024-06-21 Put
 

Master data

WKN: VU9LSR
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Put
Strike price: 64.00 USD
Maturity: 2024-06-21
Issue date: 2023-07-07
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -325.50
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.16
Parity: -0.61
Time value: 0.02
Break-even: 58.76
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 2.10
Spread abs.: 0.01
Spread %: 150.00%
Delta: -0.08
Theta: -0.01
Omega: -27.63
Rho: 0.00
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.010
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -85.19%
3 Months
  -69.23%
YTD
  -92.92%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.009
1M High / 1M Low: 0.054 0.009
6M High / 6M Low: 0.163 0.009
High (YTD): 2024-04-15 0.149
Low (YTD): 2024-05-20 0.009
52W High: - -
52W Low: - -
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.022
Avg. volume 1M:   0.000
Avg. price 6M:   0.077
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   236.67%
Volatility 6M:   233.42%
Volatility 1Y:   -
Volatility 3Y:   -