BVT Put 72 MDLZ 21.06.2024
/ DE000VU9LS62
BVT Put 72 MDLZ 21.06.2024/ DE000VU9LS62 /
| 2024-05-31 8:03:24 PM |
Chg.-0.050 |
Bid8:12:00 AM |
Ask8:12:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-11.63% |
0.340
Bid Size: 8,900 |
0.370
Ask Size: 8,900 |
Mondelez Internation... |
72.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VU9LS6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
72.00 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: |
-18.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
0.32 |
| Time value: |
0.02 |
| Break-even: |
62.97 |
| Moneyness: |
1.05 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
-0.81 |
| Theta: |
-0.02 |
| Omega: |
-15.05 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.370 |
| High: |
0.390 |
| Low: |
0.370 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
+64.50% |
| 3 Months |
|
|
+70.40% |
| YTD |
|
|
+26.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.360 |
| 1M High / 1M Low: |
0.470 |
0.111 |
| 6M High / 6M Low: |
0.640 |
0.111 |
| High (YTD): |
2024-04-15 |
0.640 |
| Low (YTD): |
2024-05-15 |
0.111 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.244 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.272 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
304.92% |
| Volatility 6M: |
|
217.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
