BVT Call 70 MDLZ 20.09.2024
/ DE000VM3KA25
BVT Call 70 MDLZ 20.09.2024/ DE000VM3KA25 /
| 2024-08-30 8:02:51 PM |
Chg.+0.011 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.189EUR |
+6.18% |
-
Bid Size: - |
-
Ask Size: - |
Mondelez Internation... |
70.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3KA2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-06 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
0.16 |
| Time value: |
0.07 |
| Break-even: |
65.72 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
4.42% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
19.71 |
| Rho: |
0.02 |
Quote data
| Open: |
0.162 |
| High: |
0.196 |
| Low: |
0.162 |
| Previous Close: |
0.178 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.90% |
| 1 Month |
|
|
+18.87% |
| 3 Months |
|
|
-0.53% |
| YTD |
|
|
-71.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.223 |
0.178 |
| 1M High / 1M Low: |
0.260 |
0.113 |
| 6M High / 6M Low: |
0.640 |
0.046 |
| High (YTD): |
2024-02-02 |
0.950 |
| Low (YTD): |
2024-07-15 |
0.046 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.197 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.185 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.258 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
480.42% |
| Volatility 6M: |
|
300.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
