BVT Call 78 MDLZ 20.12.2024
/ DE000VD3LRK3
BVT Call 78 MDLZ 20.12.2024/ DE000VD3LRK3 /
9/2/2024 10:18:11 AM |
Chg.+0.004 |
Bid1:00:08 PM |
Ask1:00:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.070EUR |
+6.06% |
0.069 Bid Size: 25,000 |
0.079 Ask Size: 25,000 |
Mondelez Internation... |
78.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
VD3LRK |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
78.00 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: |
80.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.17 |
Historic volatility: |
0.16 |
Parity: |
-0.56 |
Time value: |
0.08 |
Break-even: |
71.43 |
Moneyness: |
0.92 |
Premium: |
0.10 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.01 |
Spread %: |
14.08% |
Delta: |
0.24 |
Theta: |
-0.01 |
Omega: |
18.99 |
Rho: |
0.04 |
Quote data
Open: |
0.070 |
High: |
0.070 |
Low: |
0.070 |
Previous Close: |
0.066 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-12.50% |
1 Month |
|
|
-38.05% |
3 Months |
|
|
-15.66% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.080 |
0.062 |
1M High / 1M Low: |
0.113 |
0.062 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.071 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.079 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
266.51% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |