BVT Put 75 MDLZ 21.06.2024
/ DE000VM2JTP3
BVT Put 75 MDLZ 21.06.2024/ DE000VM2JTP3 /
| 2024-05-03 8:41:54 AM |
Chg.-0.010 |
Bid1:30:18 PM |
Ask1:30:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-2.38% |
0.450
Bid Size: 21,000 |
0.470
Ask Size: 21,000 |
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: |
-14.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.16 |
| Parity: |
0.42 |
| Time value: |
0.02 |
| Break-even: |
65.50 |
| Moneyness: |
1.06 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
-0.78 |
| Theta: |
-0.01 |
| Omega: |
-11.63 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.65% |
| 1 Month |
|
|
-26.79% |
| 3 Months |
|
|
+99.03% |
| YTD |
|
|
-2.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.340 |
| 1M High / 1M Low: |
0.860 |
0.340 |
| 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: |
|
0.400 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.620 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.453 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.74% |
| Volatility 6M: |
|
170.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
