BVT Call 250 MCD 20.12.2024
/ DE000VD60V10
BVT Call 250 MCD 20.12.2024/ DE000VD60V10 /
| 2024-10-11 10:18:15 AM |
Chg.+0.030 |
Bid10:50:47 AM |
Ask10:50:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.180EUR |
+0.58% |
5.140
Bid Size: 6,000 |
5.230
Ask Size: 6,000 |
McDonalds Corp |
250.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD60V1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-30 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.09 |
| Intrinsic value: |
4.94 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.15 |
| Parity: |
4.94 |
| Time value: |
0.26 |
| Break-even: |
280.65 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.19% |
| Delta: |
0.94 |
| Theta: |
-0.05 |
| Omega: |
5.00 |
| Rho: |
0.40 |
Quote data
| Open: |
5.180 |
| High: |
5.180 |
| Low: |
5.180 |
| Previous Close: |
5.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.77% |
| 1 Month |
|
|
+34.90% |
| 3 Months |
|
|
+215.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.200 |
4.970 |
| 1M High / 1M Low: |
5.200 |
3.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.738 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
