BVT Call 62 MDLZ 20.09.2024
/ DE000VM3XPM7
BVT Call 62 MDLZ 20.09.2024/ DE000VM3XPM7 /
| 30/08/2024 08:55:32 |
Chg.-0.050 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-5.68% |
-
Bid Size: - |
-
Ask Size: - |
Mondelez Internation... |
62.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM3XPM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
13/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.16 |
| Parity: |
0.89 |
| Time value: |
0.04 |
| Break-even: |
65.42 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.09% |
| Delta: |
0.91 |
| Theta: |
-0.03 |
| Omega: |
6.38 |
| Rho: |
0.03 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.35% |
| 1 Month |
|
|
+45.61% |
| 3 Months |
|
|
+18.57% |
| YTD |
|
|
-31.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.830 |
| 1M High / 1M Low: |
0.910 |
0.570 |
| 6M High / 6M Low: |
1.230 |
0.380 |
| High (YTD): |
05/02/2024 |
1.600 |
| Low (YTD): |
16/07/2024 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.866 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.803 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.793 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.65% |
| Volatility 6M: |
|
132.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
