BVT Call 130 YUM 21.03.2025
/ DE000VD9KDA3
BVT Call 130 YUM 21.03.2025/ DE000VD9KDA3 /
| 15/10/2024 10:22:48 |
Chg.+0.020 |
Bid10:42:45 |
Ask10:42:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
+1.92% |
1.070
Bid Size: 6,000 |
1.130
Ask Size: 6,000 |
Yum Brands Inc |
130.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VD9KDA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
09/07/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.14 |
| Parity: |
0.43 |
| Time value: |
0.64 |
| Break-even: |
129.87 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.94% |
| Delta: |
0.65 |
| Theta: |
-0.03 |
| Omega: |
7.55 |
| Rho: |
0.30 |
Quote data
| Open: |
1.060 |
| High: |
1.060 |
| Low: |
1.060 |
| Previous Close: |
1.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.75% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+10.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.980 |
| 1M High / 1M Low: |
1.440 |
0.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.094 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
