BVT Call 250 MCD 17.01.2025
/ DE000VD6U9C1
BVT Call 250 MCD 17.01.2025/ DE000VD6U9C1 /
| 2024-12-20 8:16:34 AM |
Chg.-0.20 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.02EUR |
-4.74% |
-
Bid Size: - |
-
Ask Size: - |
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: |
6.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.14 |
| Intrinsic value: |
4.09 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.17 |
| Parity: |
4.09 |
| Time value: |
0.21 |
| Break-even: |
282.72 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.23% |
| Delta: |
0.91 |
| Theta: |
-0.12 |
| Omega: |
5.93 |
| Rho: |
0.16 |
Quote data
| Open: |
4.02 |
| High: |
4.02 |
| Low: |
4.02 |
| Previous Close: |
4.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.84% |
| 1 Month |
|
|
+6.35% |
| 3 Months |
|
|
-7.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.64 |
4.02 |
| 1M High / 1M Low: |
4.96 |
3.78 |
| 6M High / 6M Low: |
6.39 |
1.36 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.22% |
| Volatility 6M: |
|
112.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
