BVT Call 250 MCD 21.03.2025
/ DE000VD60V02
BVT Call 250 MCD 21.03.2025/ DE000VD60V02 /
2024-09-06 7:53:13 PM |
Chg.+0.300 |
Bid9:59:18 PM |
Ask9:59:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.550EUR |
+7.06% |
- Bid Size: - |
- Ask Size: - |
McDonalds Corp |
250.00 USD |
2025-03-21 |
Call |
Master data
WKN: |
VD60V0 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
McDonalds Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-05-30 |
Last trading day: |
2025-03-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.07 |
Intrinsic value: |
3.56 |
Implied volatility: |
0.25 |
Historic volatility: |
0.15 |
Parity: |
3.56 |
Time value: |
0.85 |
Break-even: |
269.62 |
Moneyness: |
1.16 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.23% |
Delta: |
0.84 |
Theta: |
-0.05 |
Omega: |
4.99 |
Rho: |
0.94 |
Quote data
Open: |
4.190 |
High: |
4.550 |
Low: |
4.190 |
Previous Close: |
4.250 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+11.79% |
1 Month |
|
|
+41.74% |
3 Months |
|
|
+93.62% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.550 |
4.090 |
1M High / 1M Low: |
4.550 |
2.810 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.252 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.830 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
95.10% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |