BVT Call 165 PEP 17.01.2025/  DE000VG01DK9  /

Frankfurt Zert./VONT
2024-12-20  7:40:57 PM Chg.-0.027 Bid8:28:45 AM Ask8:28:45 AM Underlying Strike price Expiration date Option type
0.033EUR -45.00% 0.037
Bid Size: 10,000
0.047
Ask Size: 10,000
PepsiCo Inc 165.00 USD 2025-01-17 Call
 

Master data

WKN: VG01DK
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: PepsiCo Inc
Type: Warrant
Option type: Call
Strike price: 165.00 USD
Maturity: 2025-01-17
Issue date: 2024-12-16
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 348.82
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.15
Parity: -1.17
Time value: 0.04
Break-even: 158.63
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 1.93
Spread abs.: 0.01
Spread %: 31.25%
Delta: 0.11
Theta: -0.03
Omega: 36.69
Rho: 0.01
 

Quote data

Open: 0.039
High: 0.041
Low: 0.033
Previous Close: 0.060
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -67.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.033
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.069
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:   -