BVT Call 74 MDLZ 20.09.2024
/ DE000VM3KA58
BVT Call 74 MDLZ 20.09.2024/ DE000VM3KA58 /
| 7/30/2024 8:52:30 AM |
Chg.+0.006 |
Bid8:49:09 PM |
Ask8:49:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.034EUR |
+21.43% |
0.041
Bid Size: 102,000 |
0.051
Ask Size: 102,000 |
Mondelez Internation... |
74.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM3KA5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/6/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
144.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
-0.64 |
| Time value: |
0.04 |
| Break-even: |
68.83 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
1.08 |
| Spread abs.: |
0.01 |
| Spread %: |
30.30% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
22.56 |
| Rho: |
0.01 |
Quote data
| Open: |
0.034 |
| High: |
0.034 |
| Low: |
0.034 |
| Previous Close: |
0.028 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.67% |
| 1 Month |
|
|
+9.68% |
| 3 Months |
|
|
-87.86% |
| YTD |
|
|
-92.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.029 |
0.024 |
| 1M High / 1M Low: |
0.041 |
0.014 |
| 6M High / 6M Low: |
0.680 |
0.014 |
| High (YTD): |
2/5/2024 |
0.680 |
| Low (YTD): |
7/16/2024 |
0.014 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.027 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.027 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.200 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
418.54% |
| Volatility 6M: |
|
267.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
