BVT Call 140 YUM 20.12.2024
/ DE000VD3SHP8
BVT Call 140 YUM 20.12.2024/ DE000VD3SHP8 /
10/15/2024 1:56:42 PM |
Chg.0.000 |
Bid1:56:42 PM |
Ask1:56:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
0.00% |
0.290 Bid Size: 14,000 |
0.310 Ask Size: 14,000 |
Yum Brands Inc |
140.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
4/10/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
41.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.14 |
Parity: |
-0.49 |
Time value: |
0.30 |
Break-even: |
131.33 |
Moneyness: |
0.96 |
Premium: |
0.06 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.01 |
Spread %: |
3.45% |
Delta: |
0.38 |
Theta: |
-0.04 |
Omega: |
15.76 |
Rho: |
0.08 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.290 |
Previous Close: |
0.290 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-9.38% |
1 Month |
|
|
-3.33% |
3 Months |
|
|
-9.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.260 |
1M High / 1M Low: |
0.550 |
0.146 |
6M High / 6M Low: |
1.210 |
0.146 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.296 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.331 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.551 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
381.92% |
Volatility 6M: |
|
221.11% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |