BVT Call 250 MCD 17.01.2025
/ DE000VD6U9C1
BVT Call 250 MCD 17.01.2025/ DE000VD6U9C1 /
| 2024-08-02 10:12:46 AM |
Chg.+0.050 |
Bid12:30:11 PM |
Ask12:30:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.460EUR |
+2.07% |
2.530
Bid Size: 9,000 |
2.590
Ask Size: 9,000 |
McDonalds Corp |
250.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
VD6U9C |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-05-28 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.38 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
1.74 |
| Time value: |
0.94 |
| Break-even: |
258.57 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.37% |
| Delta: |
0.76 |
| Theta: |
-0.05 |
| Omega: |
7.02 |
| Rho: |
0.74 |
Quote data
| Open: |
2.460 |
| High: |
2.460 |
| Low: |
2.460 |
| Previous Close: |
2.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.31% |
| 1 Month |
|
|
+75.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.420 |
1.670 |
| 1M High / 1M Low: |
2.420 |
1.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.226 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.839 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
