BVT Call 145 YUM 20.12.2024
/ DE000VD3SH60
BVT Call 145 YUM 20.12.2024/ DE000VD3SH60 /
| 8/8/2024 2:02:55 PM |
Chg.+0.040 |
Bid3:52:31 PM |
Ask3:52:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+10.81% |
0.420
Bid Size: 34,000 |
0.430
Ask Size: 34,000 |
Yum Brands Inc |
145.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3SH6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 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: |
30.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
-0.79 |
| Time value: |
0.41 |
| Break-even: |
136.79 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
2.50% |
| Delta: |
0.38 |
| Theta: |
-0.03 |
| Omega: |
11.66 |
| Rho: |
0.16 |
Quote data
| Open: |
0.380 |
| High: |
0.410 |
| Low: |
0.380 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.59% |
| 1 Month |
|
|
+110.26% |
| 3 Months |
|
|
-22.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.340 |
| 1M High / 1M Low: |
0.460 |
0.164 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.250 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
