BVT Call 135 YUM 21.03.2025
/ DE000VD9KCJ6
BVT Call 135 YUM 21.03.2025/ DE000VD9KCJ6 /
| 19/11/2024 08:32:20 |
Chg.+0.010 |
Bid11:29:12 |
Ask11:29:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+1.69% |
0.540
Bid Size: 8,000 |
0.590
Ask Size: 8,000 |
Yum Brands Inc |
135.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VD9KCJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 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: |
21.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
-0.09 |
| Time value: |
0.60 |
| Break-even: |
133.42 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
1.69% |
| Delta: |
0.53 |
| Theta: |
-0.03 |
| Omega: |
11.24 |
| Rho: |
0.21 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.08% |
| 1 Month |
|
|
-13.04% |
| 3 Months |
|
|
-41.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.590 |
| 1M High / 1M Low: |
0.860 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.672 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.694 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
