BVT Call 76 MDLZ 20.09.2024
/ DE000VM3KA09
BVT Call 76 MDLZ 20.09.2024/ DE000VM3KA09 /
| 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: |
|
- |
