BVT Call 135 YUM 20.09.2024
/ DE000VM7NVP0
BVT Call 135 YUM 20.09.2024/ DE000VM7NVP0 /
| 16/07/2024 08:49:26 |
Chg.-0.114 |
Bid21:27:26 |
Ask21:27:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.216EUR |
-34.55% |
0.240
Bid Size: 35,000 |
0.250
Ask Size: 35,000 |
Yum Brands Inc |
135.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM7NVP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
52.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.14 |
| Parity: |
-0.65 |
| Time value: |
0.23 |
| Break-even: |
126.12 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.01 |
| Spread %: |
4.65% |
| Delta: |
0.32 |
| Theta: |
-0.03 |
| Omega: |
16.95 |
| Rho: |
0.06 |
Quote data
| Open: |
0.216 |
| High: |
0.216 |
| Low: |
0.216 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.14% |
| 1 Month |
|
|
-70.81% |
| 3 Months |
|
|
-78.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.194 |
| 1M High / 1M Low: |
0.680 |
0.194 |
| 6M High / 6M Low: |
1.290 |
0.194 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.255 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.396 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.798 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.78% |
| Volatility 6M: |
|
184.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
