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: |
|
- |