BVT Call 70 MDLZ 20.09.2024
/ DE000VM3KA25
BVT Call 70 MDLZ 20.09.2024/ DE000VM3KA25 /
| 17/07/2024 17:00:14 |
Chg.+0.055 |
Bid18:15:04 |
Ask18:15:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.114EUR |
+93.22% |
0.108
Bid Size: 102,000 |
0.118
Ask Size: 102,000 |
Mondelez Internation... |
70.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
06/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
78.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.16 |
| Parity: |
-0.38 |
| Time value: |
0.08 |
| Break-even: |
64.98 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.01 |
| Spread %: |
14.93% |
| Delta: |
0.27 |
| Theta: |
-0.01 |
| Omega: |
20.79 |
| Rho: |
0.03 |
Quote data
| Open: |
0.063 |
| High: |
0.114 |
| Low: |
0.063 |
| Previous Close: |
0.059 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.15% |
| 1 Month |
|
|
+5.56% |
| 3 Months |
|
|
-49.11% |
| YTD |
|
|
-82.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.078 |
0.046 |
| 1M High / 1M Low: |
0.144 |
0.046 |
| 6M High / 6M Low: |
0.950 |
0.046 |
| High (YTD): |
02/02/2024 |
0.950 |
| Low (YTD): |
15/07/2024 |
0.046 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.065 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.090 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.399 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.05% |
| Volatility 6M: |
|
186.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
