BVT Call 66 MDLZ 20.12.2024
/ DE000VD3YE81
BVT Call 66 MDLZ 20.12.2024/ DE000VD3YE81 /
| 2024-09-02 8:56:22 AM |
Chg.+0.050 |
Bid11:25:56 AM |
Ask11:25:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+8.20% |
0.680
Bid Size: 14,000 |
0.700
Ask Size: 14,000 |
Mondelez Internation... |
66.00 USD |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
0.53 |
| Time value: |
0.16 |
| Break-even: |
66.66 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.47% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
7.49 |
| Rho: |
0.13 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.13% |
| 1 Month |
|
|
+32.00% |
| 3 Months |
|
|
+20.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.610 |
| 1M High / 1M Low: |
0.690 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.644 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.620 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
