BVT Call 66 MDLZ 21.03.2025
/ DE000VD9GL47
BVT Call 66 MDLZ 21.03.2025/ DE000VD9GL47 /
| 11/09/2024 14:04:58 |
Chg.-0.050 |
Bid16:43:29 |
Ask16:43:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
-4.63% |
0.970
Bid Size: 54,000 |
0.980
Ask Size: 54,000 |
Mondelez Internation... |
66.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VD9GL4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
08/07/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
0.83 |
| Time value: |
0.24 |
| Break-even: |
70.59 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.94% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
5.21 |
| Rho: |
0.24 |
Quote data
| Open: |
1.020 |
| High: |
1.030 |
| Low: |
1.020 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.90% |
| 1 Month |
|
|
+47.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
1.050 |
| 1M High / 1M Low: |
1.110 |
0.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.084 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.836 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
