BVT Put 120 YUM 21.03.2025
/ DE000VD9GK97
BVT Put 120 YUM 21.03.2025/ DE000VD9GK97 /
| 19/11/2024 08:52:11 |
Chg.-0.028 |
Bid15:55:43 |
Ask15:55:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.205EUR |
-12.02% |
0.240
Bid Size: 35,000 |
0.250
Ask Size: 35,000 |
Yum Brands Inc |
120.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
VD9GK9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
08/07/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-59.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.15 |
| Parity: |
-1.32 |
| Time value: |
0.21 |
| Break-even: |
111.13 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
4.90% |
| Delta: |
-0.19 |
| Theta: |
-0.02 |
| Omega: |
-11.24 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.205 |
| High: |
0.205 |
| Low: |
0.205 |
| Previous Close: |
0.233 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.04% |
| 1 Month |
|
|
-26.79% |
| 3 Months |
|
|
-29.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.233 |
0.188 |
| 1M High / 1M Low: |
0.340 |
0.183 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.209 |
| 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: |
|
178.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
