BVT Call 140 YUM 20.09.2024
/ DE000VM7NVM7
BVT Call 140 YUM 20.09.2024/ DE000VM7NVM7 /
| 9/13/2024 4:40:23 PM |
Chg.+0.012 |
Bid7:14:58 PM |
Ask7:14:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.023EUR |
+109.09% |
0.027
Bid Size: 36,000 |
0.037
Ask Size: 36,000 |
Yum Brands Inc |
140.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM7NVM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 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: |
602.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.14 |
| Parity: |
-0.59 |
| Time value: |
0.02 |
| Break-even: |
126.57 |
| Moneyness: |
0.95 |
| Premium: |
0.05 |
| Premium p.a.: |
12.42 |
| Spread abs.: |
0.01 |
| Spread %: |
233.33% |
| Delta: |
0.10 |
| Theta: |
-0.06 |
| Omega: |
59.23 |
| Rho: |
0.00 |
Quote data
| Open: |
0.006 |
| High: |
0.023 |
| Low: |
0.006 |
| Previous Close: |
0.011 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-62.30% |
| 1 Month |
|
|
-90.80% |
| 3 Months |
|
|
-94.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.061 |
0.011 |
| 1M High / 1M Low: |
0.250 |
0.011 |
| 6M High / 6M Low: |
0.930 |
0.011 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.029 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.108 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.391 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
398.82% |
| Volatility 6M: |
|
278.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
