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BVT Call 70 MDLZ 20.09.2024/  DE000VM3KA25  /

Frankfurt Zert./VONT
2024-07-05  5:03:17 PM Chg.+0.002 Bid7:09:12 PM Ask7:09:12 PM Underlying Strike price Expiration date Option type
0.092EUR +2.22% 0.092
Bid Size: 100,000		 0.102
Ask Size: 100,000		 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: 61.37
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.16
Parity: -0.34
Time value: 0.10
Break-even: 65.75
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 11.11%
Delta: 0.31
Theta: -0.01
Omega: 19.03
Rho: 0.04
 

Quote data

Open: 0.086
High: 0.092
Low: 0.084
Previous Close: 0.090
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+41.54%
1 Month
  -40.65%
3 Months
  -70.32%
YTD
  -86.06%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.092 0.065
1M High / 1M Low: 0.195 0.065
6M High / 6M Low: 0.950 0.065
High (YTD): 2024-02-02 0.950
Low (YTD): 2024-06-28 0.065
52W High: - -
52W Low: - -
Avg. price 1W:   0.079
Avg. volume 1W:   0.000
Avg. price 1M:   0.116
Avg. volume 1M:   0.000
Avg. price 6M:   0.440
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   250.77%
Volatility 6M:   172.64%
Volatility 1Y:   -
Volatility 3Y:   -