BVT Call 135 YUM 20.12.2024
/ DE000VD3SH37
BVT Call 135 YUM 20.12.2024/ DE000VD3SH37 /
19/11/2024 13:42:29 |
Chg.-0.030 |
Bid15:39:59 |
Ask15:39:59 |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
-11.11% |
0.198 Bid Size: 35,000 |
0.208 Ask Size: 35,000 |
Yum Brands Inc |
135.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
VD3SH3 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Yum Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
135.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
10/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
46.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.15 |
Parity: |
-0.09 |
Time value: |
0.27 |
Break-even: |
130.12 |
Moneyness: |
0.99 |
Premium: |
0.03 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.01 |
Spread %: |
3.85% |
Delta: |
0.48 |
Theta: |
-0.05 |
Omega: |
22.47 |
Rho: |
0.05 |
Quote data
Open: |
0.250 |
High: |
0.250 |
Low: |
0.240 |
Previous Close: |
0.270 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-25.00% |
1 Month |
|
|
-46.67% |
3 Months |
|
|
-66.20% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.430 |
0.270 |
1M High / 1M Low: |
0.500 |
0.270 |
6M High / 6M Low: |
1.320 |
0.270 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.350 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.412 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.642 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
348.78% |
Volatility 6M: |
|
226.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |