OverviewChartNewsTraderScreen

BVT Put 74 MDLZ 21.06.2024/  DE000VU9LS21  /

Frankfurt Zert./VONT
2024-05-29  10:14:20 AM Chg.-0.010 Bid1:01:55 PM Ask1:01:55 PM Underlying Strike price Expiration date Option type
0.620EUR -1.59% 0.610
Bid Size: 13,000		 0.630
Ask Size: 13,000		 Mondelez Internation... 74.00 USD 2024-06-21 Put
 

Master data

WKN: VU9LS2
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Put
Strike price: 74.00 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: -10.21
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.59
Implied volatility: 0.31
Historic volatility: 0.15
Parity: 0.59
Time value: 0.02
Break-even: 62.10
Moneyness: 1.10
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 1.67%
Delta: -0.86
Theta: -0.02
Omega: -8.78
Rho: -0.04
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.630
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+67.57%
1 Month  
+121.43%
3 Months  
+138.46%
YTD  
+63.16%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.370
1M High / 1M Low: 0.630 0.240
6M High / 6M Low: 0.810 0.169
High (YTD): 2024-04-15 0.810
Low (YTD): 2024-02-02 0.169
52W High: - -
52W Low: - -
Avg. price 1W:   0.506
Avg. volume 1W:   0.000
Avg. price 1M:   0.357
Avg. volume 1M:   0.000
Avg. price 6M:   0.376
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   226.49%
Volatility 6M:   191.08%
Volatility 1Y:   -
Volatility 3Y:   -