BVT Call 72 MDLZ 20.12.2024
/ DE000VD3LRR8
BVT Call 72 MDLZ 20.12.2024/ DE000VD3LRR8 /
| 9/17/2024 8:47:00 AM |
Chg.+0.010 |
Bid11:58:44 AM |
Ask11:58:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+2.00% |
0.510
Bid Size: 15,000 |
0.530
Ask Size: 15,000 |
Mondelez Internation... |
72.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3LRR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/8/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
0.32 |
| Time value: |
0.20 |
| Break-even: |
69.89 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.96% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
9.29 |
| Rho: |
0.11 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.56% |
| 1 Month |
|
|
+104.00% |
| 3 Months |
|
|
+231.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.440 |
| 1M High / 1M Low: |
0.540 |
0.221 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.484 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.356 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
272.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
