BVT Call 260 MCD 21.03.2025
/ DE000VD6UE58
BVT Call 260 MCD 21.03.2025/ DE000VD6UE58 /
| 14/11/2024 19:52:39 |
Chg.+0.170 |
Bid21:59:59 |
Ask21:59:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.140EUR |
+4.28% |
-
Bid Size: - |
-
Ask Size: - |
McDonalds Corp |
260.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VD6UE5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
27/05/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.87 |
| Intrinsic value: |
3.53 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.16 |
| Parity: |
3.53 |
| Time value: |
0.47 |
| Break-even: |
286.08 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
0.89 |
| Theta: |
-0.04 |
| Omega: |
6.25 |
| Rho: |
0.73 |
Quote data
| Open: |
3.970 |
| High: |
4.140 |
| Low: |
3.970 |
| Previous Close: |
3.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.40% |
| 1 Month |
|
|
-18.18% |
| 3 Months |
|
|
+76.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.320 |
3.750 |
| 1M High / 1M Low: |
5.680 |
3.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.062 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.398 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
