BVT Call 165 YUM 20.12.2024
/ DE000VD5AVA4
BVT Call 165 YUM 20.12.2024/ DE000VD5AVA4 /
| 7/12/2024 8:34:51 AM |
Chg.+0.012 |
Bid11:06:40 AM |
Ask11:06:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.029EUR |
+70.59% |
0.028
Bid Size: 10,000 |
0.038
Ask Size: 10,000 |
Yum Brands Inc |
165.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD5AVA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
5/2/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
313.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.14 |
| Parity: |
-3.26 |
| Time value: |
0.04 |
| Break-even: |
152.12 |
| Moneyness: |
0.78 |
| Premium: |
0.28 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.01 |
| Spread %: |
35.71% |
| Delta: |
0.06 |
| Theta: |
-0.01 |
| Omega: |
17.94 |
| Rho: |
0.03 |
Quote data
| Open: |
0.029 |
| High: |
0.029 |
| Low: |
0.029 |
| Previous Close: |
0.017 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.63% |
| 1 Month |
|
|
-68.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.036 |
0.012 |
| 1M High / 1M Low: |
0.101 |
0.012 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.020 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.051 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
553.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
