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BVT Put 74 MDLZ 21.06.2024/  DE000VU9LS21  /

Frankfurt Zert./VONT
2024-05-15  7:45:11 PM Chg.-0.010 Bid9:06:48 PM Ask9:06:48 PM Underlying Strike price Expiration date Option type
0.240EUR -4.00% 0.240
Bid Size: 63,000		 0.250
Ask Size: 63,000		 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: -28.07
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.19
Implied volatility: 0.16
Historic volatility: 0.16
Parity: 0.19
Time value: 0.05
Break-even: 66.06
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 4.41%
Delta: -0.67
Theta: -0.01
Omega: -18.87
Rho: -0.05
 

Quote data

Open: 0.222
High: 0.240
Low: 0.222
Previous Close: 0.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -35.14%
1 Month
  -70.37%
3 Months
  -33.33%
YTD
  -36.84%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.250
1M High / 1M Low: 0.810 0.250
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:   0.310
Avg. volume 1W:   0.000
Avg. price 1M:   0.431
Avg. volume 1M:   0.000
Avg. price 6M:   0.381
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   222.17%
Volatility 6M:   181.75%
Volatility 1Y:   -
Volatility 3Y:   -