BVT Put 110 YUM 20.06.2025
/ DE000VD9GK55
BVT Put 110 YUM 20.06.2025/ DE000VD9GK55 /
| 19/11/2024 08:52:11 |
Chg.-0.006 |
Bid16:53:31 |
Ask16:53:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.225EUR |
-2.60% |
0.240
Bid Size: 35,000 |
0.250
Ask Size: 35,000 |
Yum Brands Inc |
110.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
VD9GK5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
08/07/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-54.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.15 |
| Parity: |
-2.27 |
| Time value: |
0.23 |
| Break-even: |
101.49 |
| Moneyness: |
0.82 |
| Premium: |
0.20 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
4.46% |
| Delta: |
-0.14 |
| Theta: |
-0.01 |
| Omega: |
-7.76 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.225 |
| High: |
0.225 |
| Low: |
0.225 |
| Previous Close: |
0.231 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.29% |
| 1 Month |
|
|
-19.64% |
| 3 Months |
|
|
-16.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.231 |
0.204 |
| 1M High / 1M Low: |
0.300 |
0.202 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.220 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.254 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
