BVT Call 125 YUM 20.12.2024
/ DE000VD9RW09
BVT Call 125 YUM 20.12.2024/ DE000VD9RW09 /
| 09/10/2024 20:05:41 |
Chg.+0.030 |
Bid20:53:02 |
Ask20:53:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
+2.52% |
1.190
Bid Size: 20,000 |
1.200
Ask Size: 20,000 |
Yum Brands Inc |
125.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD9RW0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
11/07/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.14 |
| Parity: |
0.89 |
| Time value: |
0.30 |
| Break-even: |
125.79 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
0.76 |
| Theta: |
-0.04 |
| Omega: |
7.85 |
| Rho: |
0.16 |
Quote data
| Open: |
1.140 |
| High: |
1.230 |
| Low: |
1.140 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.26% |
| 1 Month |
|
|
+9.91% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.530 |
1.190 |
| 1M High / 1M Low: |
1.570 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.180 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
