BVT Call 165 PEP 20.12.2024
/ DE000VD4BCD9
BVT Call 165 PEP 20.12.2024/ DE000VD4BCD9 /
| 10/10/2024 13:58:02 |
Chg.-0.030 |
Bid16:25:13 |
Ask16:25:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
-3.06% |
0.930
Bid Size: 17,000 |
0.940
Ask Size: 17,000 |
PepsiCo Inc |
165.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD4BCD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PepsiCo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.14 |
| Parity: |
0.69 |
| Time value: |
0.32 |
| Break-even: |
160.90 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.00% |
| Delta: |
0.74 |
| Theta: |
-0.04 |
| Omega: |
11.52 |
| Rho: |
0.21 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.950 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.75% |
| 1 Month |
|
|
-40.63% |
| 3 Months |
|
|
+30.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.700 |
| 1M High / 1M Low: |
1.600 |
0.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.808 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
