BVT Call 64 MDLZ 20.09.2024
/ DE000VM3RBA4
BVT Call 64 MDLZ 20.09.2024/ DE000VM3RBA4 /
| 30/07/2024 08:38:20 |
Chg.+0.040 |
Bid13:30:09 |
Ask13:30:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+10.00% |
0.430
Bid Size: 25,000 |
0.450
Ask Size: 25,000 |
Mondelez Internation... |
64.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.16 |
| Parity: |
0.29 |
| Time value: |
0.16 |
| Break-even: |
63.65 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
0.70 |
| Theta: |
-0.03 |
| Omega: |
9.71 |
| Rho: |
0.06 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.79% |
| 1 Month |
|
|
+10.00% |
| 3 Months |
|
|
-52.69% |
| YTD |
|
|
-58.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.360 |
| 1M High / 1M Low: |
0.460 |
0.250 |
| 6M High / 6M Low: |
1.430 |
0.250 |
| High (YTD): |
05/02/2024 |
1.430 |
| Low (YTD): |
16/07/2024 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.390 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.375 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.734 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.91% |
| Volatility 6M: |
|
150.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
