BVT Call 130 YUM 21.03.2025
/ DE000VD9KDA3
BVT Call 130 YUM 21.03.2025/ DE000VD9KDA3 /
| 8/8/2024 8:31:05 AM |
Chg.-0.08 |
Bid10:45:20 AM |
Ask10:45:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
-5.30% |
1.41
Bid Size: 6,000 |
1.47
Ask Size: 6,000 |
Yum Brands Inc |
130.00 USD |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
7/9/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.15 |
| Parity: |
0.59 |
| Time value: |
0.86 |
| Break-even: |
133.47 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.69% |
| Delta: |
0.67 |
| Theta: |
-0.03 |
| Omega: |
5.80 |
| Rho: |
0.43 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.18% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.51 |
1.21 |
| 1M High / 1M Low: |
- |
- |
| 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: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
