BVT Put 72 MDLZ 21.06.2024
/ DE000VU9LS62
BVT Put 72 MDLZ 21.06.2024/ DE000VU9LS62 /
| 2024-05-03 8:52:59 AM |
Chg.-0.009 |
Bid1:30:18 PM |
Ask1:30:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.192EUR |
-4.48% |
0.221
Bid Size: 31,000 |
0.231
Ask Size: 31,000 |
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: |
-30.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.16 |
| Parity: |
0.14 |
| Time value: |
0.08 |
| Break-even: |
64.92 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
4.81% |
| Delta: |
-0.59 |
| Theta: |
-0.01 |
| Omega: |
-17.83 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.192 |
| High: |
0.192 |
| Low: |
0.192 |
| Previous Close: |
0.201 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.24% |
| 1 Month |
|
|
-43.53% |
| 3 Months |
|
|
+46.56% |
| YTD |
|
|
-33.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.232 |
0.171 |
| 1M High / 1M Low: |
0.580 |
0.171 |
| 6M High / 6M Low: |
0.580 |
0.121 |
| High (YTD): |
2024-04-17 |
0.580 |
| Low (YTD): |
2024-02-05 |
0.121 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.205 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.385 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.300 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.28% |
| Volatility 6M: |
|
180.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
