BVT Put 75 MDLZ 21.06.2024
/ DE000VM2JTP3
BVT Put 75 MDLZ 21.06.2024/ DE000VM2JTP3 /
| 2024-05-21 8:44:40 AM |
Chg.+0.110 |
Bid11:28:51 AM |
Ask11:28:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+31.43% |
0.430
Bid Size: 12,000 |
0.450
Ask Size: 12,000 |
Mondelez Internation... |
75.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM2JTP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
0.44 |
| Time value: |
0.01 |
| Break-even: |
64.56 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
-0.83 |
| Theta: |
-0.01 |
| Omega: |
-11.90 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.39% |
| 1 Month |
|
|
-39.47% |
| 3 Months |
|
|
+43.75% |
| YTD |
|
|
+9.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.290 |
| 1M High / 1M Low: |
0.640 |
0.290 |
| 6M High / 6M Low: |
0.860 |
0.190 |
| High (YTD): |
2024-04-16 |
0.860 |
| Low (YTD): |
2024-02-05 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.320 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.411 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.430 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.53% |
| Volatility 6M: |
|
182.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
