BVT Call 250 MCD 19.07.2024
/ DE000VD60VW9
BVT Call 250 MCD 19.07.2024/ DE000VD60VW9 /
| 7/8/2024 8:01:10 PM |
Chg.-0.100 |
Bid9:10:22 AM |
Ask9:10:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-27.03% |
0.260
Bid Size: 14,000 |
0.330
Ask Size: 14,000 |
McDonalds Corp |
250.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
VD60VW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
5/30/2024 |
| Last trading day: |
7/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
53.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.14 |
| Parity: |
0.10 |
| Time value: |
0.33 |
| Break-even: |
235.23 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.01 |
| Spread %: |
2.38% |
| Delta: |
0.56 |
| Theta: |
-0.18 |
| Omega: |
30.35 |
| Rho: |
0.04 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.270 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-74.04% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.270 |
| 1M High / 1M Low: |
1.100 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.679 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
360.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
