BVT Call 160 PEP 21.02.2025
/ DE000VG01DZ7
BVT Call 160 PEP 21.02.2025/ DE000VG01DZ7 /
| 2024-12-20 7:55:45 PM |
Chg.-0.060 |
Bid8:12:53 AM |
Ask8:12:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-18.18% |
0.300
Bid Size: 10,000 |
0.320
Ask Size: 10,000 |
PepsiCo Inc |
160.00 USD |
2025-02-21 |
Call |
Master data
| WKN: |
VG01DZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PepsiCo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2025-02-21 |
| Issue date: |
2024-12-16 |
| Last trading day: |
2025-02-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
52.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
-0.69 |
| Time value: |
0.28 |
| Break-even: |
156.22 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
0.34 |
| Theta: |
-0.04 |
| Omega: |
17.68 |
| Rho: |
0.08 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.250 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.270 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.366 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
