BVT Call 130 YUM 20.06.2025
/ DE000VD9KCF4
BVT Call 130 YUM 20.06.2025/ DE000VD9KCF4 /
| 08/08/2024 08:30:56 |
Chg.-0.08 |
Bid15:12:53 |
Ask15:12:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.67EUR |
-4.57% |
1.72
Bid Size: 9,000 |
1.76
Ask Size: 9,000 |
Yum Brands Inc |
130.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
VD9KCF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
09/07/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.15 |
| Parity: |
0.59 |
| Time value: |
1.09 |
| Break-even: |
135.77 |
| Moneyness: |
1.05 |
| Premium: |
0.09 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.60% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
5.00 |
| Rho: |
0.58 |
Quote data
| Open: |
1.67 |
| High: |
1.67 |
| Low: |
1.67 |
| Previous Close: |
1.75 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.97% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.75 |
1.44 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
