BVT Call 64 MDLZ 20.09.2024
/ DE000VM3RBA4
BVT Call 64 MDLZ 20.09.2024/ DE000VM3RBA4 /
| 2024-07-05 8:38:28 AM |
Chg.0.000 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Mondelez Internation... |
64.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3RBA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.16 |
| Parity: |
0.27 |
| Time value: |
0.18 |
| Break-even: |
63.54 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
9.71 |
| Rho: |
0.08 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-27.27% |
| 3 Months |
|
|
-42.03% |
| YTD |
|
|
-62.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.330 |
| 1M High / 1M Low: |
0.550 |
0.330 |
| 6M High / 6M Low: |
1.430 |
0.330 |
| High (YTD): |
2024-02-05 |
1.430 |
| Low (YTD): |
2024-07-02 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.376 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.422 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.835 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.22% |
| Volatility 6M: |
|
122.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
