BVT Call 280 MCD 20.06.2025
/ DE000VD9E780
BVT Call 280 MCD 20.06.2025/ DE000VD9E780 /
| 2024-08-02 10:36:21 AM |
Chg.+0.050 |
Bid12:24:53 PM |
Ask12:24:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.550EUR |
+3.33% |
1.570
Bid Size: 12,000 |
1.610
Ask Size: 12,000 |
McDonalds Corp |
280.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
VD9E78 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-08 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.15 |
| Parity: |
-1.04 |
| Time value: |
1.69 |
| Break-even: |
276.49 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.60% |
| Delta: |
0.52 |
| Theta: |
-0.04 |
| Omega: |
7.61 |
| Rho: |
0.99 |
Quote data
| Open: |
1.550 |
| High: |
1.550 |
| Low: |
1.550 |
| Previous Close: |
1.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.52% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.560 |
1.080 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.408 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
