BVT Call 76 MDLZ 20.09.2024/  DE000VM3KA09  /

EUWAX
31/07/2024  08:49:09 Chg.+0.006 Bid10:28:53 Ask10:28:53 Underlying Strike price Expiration date Option type
0.026EUR +30.00% 0.027
Bid Size: 13,000
0.037
Ask Size: 13,000
Mondelez Internation... 76.00 USD 20/09/2024 Call
 

Master data

WKN: VM3KA0
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 76.00 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: 167.55
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.16
Parity: -0.83
Time value: 0.04
Break-even: 70.64
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 1.55
Spread abs.: 0.01
Spread %: 37.04%
Delta: 0.13
Theta: -0.01
Omega: 20.96
Rho: 0.01
 

Quote data

Open: 0.026
High: 0.026
Low: 0.026
Previous Close: 0.020
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+52.94%
1 Month  
+44.44%
3 Months
  -86.73%
YTD
  -92.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.016
1M High / 1M Low: 0.024 0.010
6M High / 6M Low: 0.550 0.010
High (YTD): 05/02/2024 0.550
Low (YTD): 16/07/2024 0.010
52W High: - -
52W Low: - -
Avg. price 1W:   0.017
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   0.141
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   321.10%
Volatility 6M:   256.56%
Volatility 1Y:   -
Volatility 3Y:   -