BVT Call 160 YUM 20.06.2025
/ DE000VC06GU9
BVT Call 160 YUM 20.06.2025/ DE000VC06GU9 /
| 13/09/2024 08:44:55 |
Chg.-0.026 |
Bid15:59:06 |
Ask15:59:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.224EUR |
-10.40% |
0.250
Bid Size: 36,000 |
0.260
Ask Size: 36,000 |
Yum Brands Inc |
160.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
VC06GU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
01/08/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
51.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.14 |
| Parity: |
-2.40 |
| Time value: |
0.23 |
| Break-even: |
146.76 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
4.46% |
| Delta: |
0.21 |
| Theta: |
-0.01 |
| Omega: |
10.92 |
| Rho: |
0.18 |
Quote data
| Open: |
0.224 |
| High: |
0.224 |
| Low: |
0.224 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.85% |
| 1 Month |
|
|
-30.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.222 |
| 1M High / 1M Low: |
0.340 |
0.222 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.244 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.271 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
