BVT Call 70 MDLZ 20.09.2024
/ DE000VM3KA25
BVT Call 70 MDLZ 20.09.2024/ DE000VM3KA25 /
| 05/07/2024 08:53:40 |
Chg.0.000 |
Bid22:00:02 |
Ask22:00:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.092EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
52.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.16 |
| Parity: |
-0.28 |
| Time value: |
0.12 |
| Break-even: |
65.76 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
9.26% |
| Delta: |
0.35 |
| Theta: |
-0.01 |
| Omega: |
18.30 |
| Rho: |
0.04 |
Quote data
| Open: |
0.092 |
| High: |
0.092 |
| Low: |
0.092 |
| Previous Close: |
0.092 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.16% |
| 1 Month |
|
|
-48.31% |
| 3 Months |
|
|
-72.12% |
| YTD |
|
|
-86.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.092 |
0.067 |
| 1M High / 1M Low: |
0.185 |
0.067 |
| 6M High / 6M Low: |
0.960 |
0.067 |
| High (YTD): |
05/02/2024 |
0.960 |
| Low (YTD): |
02/07/2024 |
0.067 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.083 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.113 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.442 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
302.04% |
| Volatility 6M: |
|
192.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
