BVT Call 155 YUM 20.12.2024
/ DE000VD3SH29
BVT Call 155 YUM 20.12.2024/ DE000VD3SH29 /
| 8/16/2024 8:48:04 AM |
Chg.-0.017 |
Bid2:54:57 PM |
Ask2:54:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.094EUR |
-15.32% |
0.081
Bid Size: 14,000 |
0.091
Ask Size: 14,000 |
Yum Brands Inc |
155.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3SH2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 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: |
124.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.14 |
| Parity: |
-1.57 |
| Time value: |
0.10 |
| Break-even: |
142.27 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
10.99% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
19.82 |
| Rho: |
0.07 |
Quote data
| Open: |
0.094 |
| High: |
0.094 |
| Low: |
0.094 |
| Previous Close: |
0.111 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.33% |
| 1 Month |
|
|
+49.21% |
| 3 Months |
|
|
-60.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.102 |
| 1M High / 1M Low: |
0.233 |
0.057 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.123 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.110 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
330.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
