BVT Call 150 YUM 20.12.2024
/ DE000VD3SH86
BVT Call 150 YUM 20.12.2024/ DE000VD3SH86 /
| 11/12/2024 4:42:20 PM |
Chg.-0.014 |
Bid6:55:12 PM |
Ask6:15:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.009EUR |
-60.87% |
0.003
Bid Size: 34,000 |
0.020
Ask Size: 34,000 |
Yum Brands Inc |
150.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
441.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
-1.25 |
| Time value: |
0.03 |
| Break-even: |
140.96 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
1.50 |
| Spread abs.: |
0.01 |
| Spread %: |
52.63% |
| Delta: |
0.08 |
| Theta: |
-0.02 |
| Omega: |
35.77 |
| Rho: |
0.01 |
Quote data
| Open: |
0.017 |
| High: |
0.017 |
| Low: |
0.009 |
| Previous Close: |
0.023 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-78.05% |
| 1 Month |
|
|
-85.25% |
| 3 Months |
|
|
-94.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.041 |
0.009 |
| 1M High / 1M Low: |
0.064 |
0.009 |
| 6M High / 6M Low: |
0.510 |
0.009 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.024 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.041 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.174 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
864.44% |
| Volatility 6M: |
|
500.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
