BVT Call 66 MDLZ 20.12.2024
/ DE000VD3YE81
BVT Call 66 MDLZ 20.12.2024/ DE000VD3YE81 /
| 11/09/2024 08:57:03 |
Chg.-0.06 |
Bid16:51:12 |
Ask16:51:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.94EUR |
-6.00% |
0.85
Bid Size: 52,000 |
0.86
Ask Size: 52,000 |
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: |
7.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.16 |
| Parity: |
0.83 |
| Time value: |
0.14 |
| Break-even: |
69.59 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.04% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
5.96 |
| Rho: |
0.13 |
Quote data
| Open: |
0.94 |
| High: |
0.94 |
| Low: |
0.94 |
| Previous Close: |
1.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.39% |
| 1 Month |
|
|
+46.88% |
| 3 Months |
|
|
+91.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.00 |
0.71 |
| 1M High / 1M Low: |
1.00 |
0.57 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
