BVT Call 135 YUM 20.09.2024
/ DE000VM7NVP0
BVT Call 135 YUM 20.09.2024/ DE000VM7NVP0 /
9/13/2024 8:49:30 AM |
Chg.-0.039 |
Bid5:28:39 PM |
Ask5:28:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.103EUR |
-27.46% |
0.090 Bid Size: 36,000 |
0.100 Ask Size: 36,000 |
Yum Brands Inc |
135.00 USD |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
1/2/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
100.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.14 |
Parity: |
-0.14 |
Time value: |
0.12 |
Break-even: |
123.05 |
Moneyness: |
0.99 |
Premium: |
0.02 |
Premium p.a.: |
2.09 |
Spread abs.: |
0.01 |
Spread %: |
9.09% |
Delta: |
0.39 |
Theta: |
-0.13 |
Omega: |
39.02 |
Rho: |
0.01 |
Quote data
Open: |
0.103 |
High: |
0.103 |
Low: |
0.103 |
Previous Close: |
0.142 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-48.50% |
1 Month |
|
|
-73.59% |
3 Months |
|
|
-85.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.200 |
0.107 |
1M High / 1M Low: |
0.490 |
0.107 |
6M High / 6M Low: |
1.290 |
0.107 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.154 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.293 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.623 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
301.55% |
Volatility 6M: |
|
229.34% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |