BVT Call 155 YUM 21.03.2025
/ DE000VC06GA1
BVT Call 155 YUM 21.03.2025/ DE000VC06GA1 /
| 9/12/2024 8:43:07 AM |
Chg.- |
Bid8:02:08 AM |
Ask8:02:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.174EUR |
- |
0.158
Bid Size: 1,000 |
0.174
Ask Size: 1,000 |
Yum Brands Inc |
155.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VC06GA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
8/1/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
67.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.14 |
| Parity: |
-1.90 |
| Time value: |
0.18 |
| Break-even: |
142.59 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
5.85% |
| Delta: |
0.20 |
| Theta: |
-0.01 |
| Omega: |
13.57 |
| Rho: |
0.12 |
Quote data
| Open: |
0.174 |
| High: |
0.174 |
| Low: |
0.174 |
| Previous Close: |
0.153 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.79% |
| 1 Month |
|
|
-35.56% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.153 |
| 1M High / 1M Low: |
0.290 |
0.153 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.172 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.215 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
