BVT Call 165 PEP 17.01.2025
/ DE000VG01DK9
BVT Call 165 PEP 17.01.2025/ DE000VG01DK9 /
| 12/23/2024 10:10:56 AM |
Chg.+0.002 |
Bid12:33:29 PM |
Ask12:33:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.035EUR |
+6.06% |
0.033
Bid Size: 10,000 |
0.043
Ask Size: 10,000 |
PepsiCo Inc |
165.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
12/16/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
348.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
-1.17 |
| Time value: |
0.04 |
| Break-even: |
158.57 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
2.19 |
| Spread abs.: |
0.01 |
| Spread %: |
31.25% |
| Delta: |
0.11 |
| Theta: |
-0.03 |
| Omega: |
36.64 |
| Rho: |
0.01 |
Quote data
| Open: |
0.035 |
| High: |
0.035 |
| Low: |
0.035 |
| Previous Close: |
0.033 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-65.00% |
| 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: |
|
- |
