BVT Put 68 MDLZ 21.06.2024
/ DE000VU9LSS0
BVT Put 68 MDLZ 21.06.2024/ DE000VU9LSS0 /
| 2024-06-04 7:50:49 PM |
Chg.-0.038 |
Bid9:23:39 PM |
Ask9:23:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.076EUR |
-33.33% |
0.080
Bid Size: 92,000 |
0.090
Ask Size: 92,000 |
Mondelez Internation... |
68.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VU9LSS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
68.00 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: |
-47.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.15 |
| Parity: |
0.06 |
| Time value: |
0.07 |
| Break-even: |
61.04 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
8.33% |
| Delta: |
-0.57 |
| Theta: |
-0.03 |
| Omega: |
-26.89 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.113 |
| High: |
0.117 |
| Low: |
0.076 |
| Previous Close: |
0.114 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.68% |
| 1 Month |
|
|
+1.33% |
| 3 Months |
|
|
-42.86% |
| YTD |
|
|
-59.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.097 |
| 1M High / 1M Low: |
0.140 |
0.025 |
| 6M High / 6M Low: |
0.330 |
0.025 |
| High (YTD): |
2024-04-15 |
0.330 |
| Low (YTD): |
2024-05-16 |
0.025 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.134 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
361.27% |
| Volatility 6M: |
|
232.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
