BVT Call 130 YUM 20.06.2025
/ DE000VD9KCF4
BVT Call 130 YUM 20.06.2025/ DE000VD9KCF4 /
| 11/19/2024 8:32:20 AM |
Chg.+0.03 |
Bid11:53:10 AM |
Ask11:53:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.18EUR |
+2.61% |
1.12
Bid Size: 6,000 |
1.18
Ask Size: 6,000 |
Yum Brands Inc |
130.00 USD |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
7/9/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.15 |
| Parity: |
0.38 |
| Time value: |
0.80 |
| Break-even: |
134.50 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
0.64 |
| Theta: |
-0.02 |
| Omega: |
6.89 |
| Rho: |
0.41 |
Quote data
| Open: |
1.18 |
| High: |
1.18 |
| Low: |
1.18 |
| Previous Close: |
1.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.87% |
| 1 Month |
|
|
-4.07% |
| 3 Months |
|
|
-26.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.37 |
1.15 |
| 1M High / 1M Low: |
1.46 |
1.05 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
