BVT Call 72 MDLZ 20.09.2024
/ DE000VM3KA17
BVT Call 72 MDLZ 20.09.2024/ DE000VM3KA17 /
| 2024-07-26 8:52:47 AM |
Chg.0.000 |
Bid9:34:54 AM |
Ask9:34:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.053EUR |
0.00% |
0.052
Bid Size: 26,000 |
0.062
Ask Size: 26,000 |
Mondelez Internation... |
72.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3KA1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 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: |
103.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
-0.52 |
| Time value: |
0.06 |
| Break-even: |
67.02 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.01 |
| Spread %: |
20.41% |
| Delta: |
0.21 |
| Theta: |
-0.01 |
| Omega: |
21.31 |
| Rho: |
0.02 |
Quote data
| Open: |
0.053 |
| High: |
0.053 |
| Low: |
0.053 |
| Previous Close: |
0.053 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.35% |
| 1 Month |
|
|
-8.62% |
| 3 Months |
|
|
-83.44% |
| YTD |
|
|
-90.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.071 |
0.042 |
| 1M High / 1M Low: |
0.071 |
0.023 |
| 6M High / 6M Low: |
0.810 |
0.023 |
| High (YTD): |
2024-02-05 |
0.810 |
| Low (YTD): |
2024-07-16 |
0.023 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.053 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.048 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.281 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
450.60% |
| Volatility 6M: |
|
267.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
