BVT Call 150 YUM 20.12.2024
/ DE000VD3SH86
BVT Call 150 YUM 20.12.2024/ DE000VD3SH86 /
| 15/10/2024 08:44:03 |
Chg.+0.001 |
Bid14:42:02 |
Ask14:42:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.063EUR |
+1.61% |
0.063
Bid Size: 14,000 |
0.073
Ask Size: 14,000 |
Yum Brands Inc |
150.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3SH8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
171.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.14 |
| Parity: |
-1.41 |
| Time value: |
0.07 |
| Break-even: |
138.22 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.01 |
| Spread %: |
16.13% |
| Delta: |
0.13 |
| Theta: |
-0.02 |
| Omega: |
23.13 |
| Rho: |
0.03 |
Quote data
| Open: |
0.063 |
| High: |
0.063 |
| Low: |
0.063 |
| Previous Close: |
0.062 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.24% |
| 1 Month |
|
|
-23.17% |
| 3 Months |
|
|
-62.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.102 |
0.059 |
| 1M High / 1M Low: |
0.198 |
0.023 |
| 6M High / 6M Low: |
0.680 |
0.023 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.077 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.096 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.249 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
692.61% |
| Volatility 6M: |
|
342.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
