BVT Call 145 YUM 20.09.2024
/ DE000VM7NVR6
BVT Call 145 YUM 20.09.2024/ DE000VM7NVR6 /
| 2024-08-08 8:44:42 AM |
Chg.-0.039 |
Bid12:47:09 PM |
Ask12:47:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.138EUR |
-22.03% |
0.128
Bid Size: 10,000 |
0.142
Ask Size: 10,000 |
Yum Brands Inc |
145.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7NVR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
83.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.15 |
| Parity: |
-0.79 |
| Time value: |
0.15 |
| Break-even: |
134.18 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.01 |
| Spread %: |
7.19% |
| Delta: |
0.25 |
| Theta: |
-0.04 |
| Omega: |
21.36 |
| Rho: |
0.04 |
Quote data
| Open: |
0.138 |
| High: |
0.138 |
| Low: |
0.138 |
| Previous Close: |
0.177 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.12% |
| 1 Month |
|
|
+119.05% |
| 3 Months |
|
|
-48.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.228 |
0.113 |
| 1M High / 1M Low: |
0.228 |
0.038 |
| 6M High / 6M Low: |
0.670 |
0.038 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.084 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.333 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
410.11% |
| Volatility 6M: |
|
275.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
