BVT Call 270 MCD 20.06.2025
/ DE000VD9E798
BVT Call 270 MCD 20.06.2025/ DE000VD9E798 /
| 14/11/2024 19:52:53 |
Chg.+0.160 |
Bid21:59:43 |
Ask21:59:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.740EUR |
+4.47% |
-
Bid Size: - |
-
Ask Size: - |
McDonalds Corp |
270.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
VD9E79 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
08/07/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.39 |
| Intrinsic value: |
2.59 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.16 |
| Parity: |
2.59 |
| Time value: |
1.01 |
| Break-even: |
291.54 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.28% |
| Delta: |
0.79 |
| Theta: |
-0.04 |
| Omega: |
6.21 |
| Rho: |
1.12 |
Quote data
| Open: |
3.590 |
| High: |
3.740 |
| Low: |
3.590 |
| Previous Close: |
3.580 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.32% |
| 1 Month |
|
|
-18.52% |
| 3 Months |
|
|
+73.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.900 |
3.390 |
| 1M High / 1M Low: |
5.160 |
3.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.672 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.993 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
