BVT Call 68 MDLZ 20.12.2024
/ DE000VD3LQ82
BVT Call 68 MDLZ 20.12.2024/ DE000VD3LQ82 /
10/09/2024 19:42:20 |
Chg.-0.010 |
Bid21:39:04 |
Ask21:39:04 |
Underlying |
Strike price |
Expiration date |
Option type |
0.820EUR |
-1.20% |
0.800 Bid Size: 52,000 |
0.810 Ask Size: 52,000 |
Mondelez Internation... |
68.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
VD3LQ8 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
68.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
08/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.78 |
Intrinsic value: |
0.70 |
Implied volatility: |
0.27 |
Historic volatility: |
0.16 |
Parity: |
0.70 |
Time value: |
0.16 |
Break-even: |
70.22 |
Moneyness: |
1.11 |
Premium: |
0.02 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
1.18% |
Delta: |
0.82 |
Theta: |
-0.02 |
Omega: |
6.52 |
Rho: |
0.13 |
Quote data
Open: |
0.860 |
High: |
0.860 |
Low: |
0.820 |
Previous Close: |
0.830 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+46.43% |
1 Month |
|
|
+82.22% |
3 Months |
|
|
+100.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.560 |
1M High / 1M Low: |
0.840 |
0.450 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.760 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.563 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
173.09% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |