BVT Call 250 MCD 20.12.2024
/ DE000VD60V10
BVT Call 250 MCD 20.12.2024/ DE000VD60V10 /
| 9/6/2024 7:44:56 PM |
Chg.+0.290 |
Bid9:59:17 PM |
Ask9:59:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.190EUR |
+7.44% |
-
Bid Size: - |
-
Ask Size: - |
McDonalds Corp |
250.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
5/30/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.81 |
| Intrinsic value: |
3.56 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.15 |
| Parity: |
3.56 |
| Time value: |
0.47 |
| Break-even: |
265.82 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
0.88 |
| Theta: |
-0.05 |
| Omega: |
5.69 |
| Rho: |
0.54 |
Quote data
| Open: |
3.850 |
| High: |
4.190 |
| Low: |
3.850 |
| Previous Close: |
3.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.86% |
| 1 Month |
|
|
+48.58% |
| 3 Months |
|
|
+114.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.190 |
3.730 |
| 1M High / 1M Low: |
4.190 |
2.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.896 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.464 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
