BVT Call 140 YUM 20.12.2024
/ DE000VD3SHP8
BVT Call 140 YUM 20.12.2024/ DE000VD3SHP8 /
| 2024-11-19 4:53:54 PM |
Chg.-0.007 |
Bid5:45:17 PM |
Ask5:45:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.094EUR |
-6.93% |
0.091
Bid Size: 34,000 |
0.101
Ask Size: 34,000 |
Yum Brands Inc |
140.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SHP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
107.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
-0.57 |
| Time value: |
0.12 |
| Break-even: |
133.32 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.01 |
| Spread %: |
9.26% |
| Delta: |
0.26 |
| Theta: |
-0.04 |
| Omega: |
27.91 |
| Rho: |
0.03 |
Quote data
| Open: |
0.098 |
| High: |
0.098 |
| Low: |
0.093 |
| Previous Close: |
0.101 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.33% |
| 1 Month |
|
|
-63.85% |
| 3 Months |
|
|
-79.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.206 |
0.101 |
| 1M High / 1M Low: |
0.280 |
0.101 |
| 6M High / 6M Low: |
1.020 |
0.101 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.161 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.216 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.420 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
399.68% |
| Volatility 6M: |
|
260.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
