BVT Call 140 YUM 20.12.2024
/ DE000VD3SHP8
BVT Call 140 YUM 20.12.2024/ DE000VD3SHP8 /
| 11/12/2024 8:45:47 AM |
Chg.-0.026 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.208EUR |
-11.11% |
-
Bid Size: - |
-
Ask Size: - |
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: |
57.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
-0.32 |
| Time value: |
0.22 |
| Break-even: |
133.51 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.01 |
| Spread %: |
4.72% |
| Delta: |
0.39 |
| Theta: |
-0.05 |
| Omega: |
22.33 |
| Rho: |
0.05 |
Quote data
| Open: |
0.208 |
| High: |
0.208 |
| Low: |
0.208 |
| Previous Close: |
0.234 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.33% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
-63.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.154 |
| 1M High / 1M Low: |
0.320 |
0.154 |
| 6M High / 6M Low: |
1.020 |
0.151 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.240 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.452 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
341.01% |
| Volatility 6M: |
|
248.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
