BVT Put 300 MCD 17.01.2025
/ DE000VC3LTD5
BVT Put 300 MCD 17.01.2025/ DE000VC3LTD5 /
| 2024-12-20 7:51:44 PM |
Chg.-0.190 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-19.39% |
-
Bid Size: - |
-
Ask Size: - |
McDonalds Corp |
300.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
VC3LTD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-09-10 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-30.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.17 |
| Parity: |
0.70 |
| Time value: |
0.22 |
| Break-even: |
278.46 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.10% |
| Delta: |
-0.67 |
| Theta: |
-0.07 |
| Omega: |
-20.57 |
| Rho: |
-0.15 |
Quote data
| Open: |
1.180 |
| High: |
1.220 |
| Low: |
0.790 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.18% |
| 1 Month |
|
|
-40.60% |
| 3 Months |
|
|
-28.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.600 |
| 1M High / 1M Low: |
1.330 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.762 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.784 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
278.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
