BVT Call 320 MCD 21.03.2025
/ DE000VD4TSA3
BVT Call 320 MCD 21.03.2025/ DE000VD4TSA3 /
| 14/11/2024 20:03:12 |
Chg.+0.060 |
Bid21:40:13 |
Ask21:40:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+12.24% |
0.560
Bid Size: 46,000 |
0.570
Ask Size: 46,000 |
McDonalds Corp |
320.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VD4TSA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
24/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
54.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.16 |
| Parity: |
-2.14 |
| Time value: |
0.52 |
| Break-even: |
308.06 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
1.96% |
| Delta: |
0.29 |
| Theta: |
-0.05 |
| Omega: |
15.90 |
| Rho: |
0.27 |
Quote data
| Open: |
0.480 |
| High: |
0.550 |
| Low: |
0.480 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.91% |
| 1 Month |
|
|
-50.45% |
| 3 Months |
|
|
+89.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.430 |
| 1M High / 1M Low: |
1.410 |
0.420 |
| 6M High / 6M Low: |
1.410 |
0.116 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.532 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.773 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.466 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
293.49% |
| Volatility 6M: |
|
244.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
