BVT Call 125 YUM 21.03.2025
/ DE000VD9RW25
BVT Call 125 YUM 21.03.2025/ DE000VD9RW25 /
| 19/11/2024 08:52:41 |
Chg.+0.02 |
Bid17:06:20 |
Ask17:06:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.24EUR |
+1.64% |
1.14
Bid Size: 21,000 |
1.15
Ask Size: 21,000 |
Yum Brands Inc |
125.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VD9RW2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
11/07/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.15 |
| Parity: |
0.85 |
| Time value: |
0.39 |
| Break-even: |
130.38 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.81% |
| Delta: |
0.75 |
| Theta: |
-0.03 |
| Omega: |
7.63 |
| Rho: |
0.27 |
Quote data
| Open: |
1.24 |
| High: |
1.24 |
| Low: |
1.24 |
| Previous Close: |
1.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.48% |
| 1 Month |
|
|
-4.62% |
| 3 Months |
|
|
-26.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.45 |
1.22 |
| 1M High / 1M Low: |
1.52 |
1.13 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
