BVT Call 145 YUM 20.09.2024
/ DE000VM7NVR6
BVT Call 145 YUM 20.09.2024/ DE000VM7NVR6 /
| 2024-06-07 10:34:49 AM |
Chg.0.000 |
Bid11:28:37 AM |
Ask11:28:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
0.00% |
0.410
Bid Size: 8,000 |
0.450
Ask Size: 8,000 |
Yum Brands Inc |
145.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7NVR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.14 |
| Parity: |
-0.38 |
| Time value: |
0.43 |
| Break-even: |
137.43 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
2.38% |
| Delta: |
0.45 |
| Theta: |
-0.03 |
| Omega: |
13.52 |
| Rho: |
0.15 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.85% |
| 1 Month |
|
|
+46.43% |
| 3 Months |
|
|
-40.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.270 |
| 1M High / 1M Low: |
0.470 |
0.213 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.376 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.318 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
