BVT Call 250 MCD 20.12.2024
/ DE000VD60V10
BVT Call 250 MCD 20.12.2024/ DE000VD60V10 /
| 14/11/2024 19:41:48 |
Chg.+0.170 |
Bid21:59:54 |
Ask21:59:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.710EUR |
+3.74% |
-
Bid Size: - |
-
Ask Size: - |
McDonalds Corp |
250.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
30/05/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.55 |
| Intrinsic value: |
4.48 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.16 |
| Parity: |
4.48 |
| Time value: |
0.10 |
| Break-even: |
282.41 |
| Moneyness: |
1.19 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.22% |
| Delta: |
0.97 |
| Theta: |
-0.04 |
| Omega: |
5.99 |
| Rho: |
0.23 |
Quote data
| Open: |
4.590 |
| High: |
4.730 |
| Low: |
4.590 |
| Previous Close: |
4.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.28% |
| 1 Month |
|
|
-16.93% |
| 3 Months |
|
|
+82.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.940 |
4.310 |
| 1M High / 1M Low: |
6.300 |
4.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.638 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.950 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
