BVT Call 66 MDLZ 20.12.2024
/ DE000VD3YE81
BVT Call 66 MDLZ 20.12.2024/ DE000VD3YE81 /
| 05/07/2024 19:46:46 |
Chg.+0.020 |
Bid08:00:03 |
Ask08:00:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+5.00% |
0.430
Bid Size: 11,000 |
0.470
Ask Size: 11,000 |
Mondelez Internation... |
66.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3YE8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
12/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.16 |
| Parity: |
0.09 |
| Time value: |
0.36 |
| Break-even: |
65.39 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
0.61 |
| Theta: |
-0.01 |
| Omega: |
8.44 |
| Rho: |
0.15 |
Quote data
| Open: |
0.390 |
| High: |
0.420 |
| Low: |
0.390 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.51% |
| 1 Month |
|
|
-22.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.370 |
| 1M High / 1M Low: |
0.520 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.394 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.425 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
