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: |
|
- |