BVT Call 165 PEP 21.06.2024
/ DE000VM3WHG8
BVT Call 165 PEP 21.06.2024/ DE000VM3WHG8 /
| 2024-06-14 8:56:01 AM |
Chg.-0.015 |
Bid10:00:05 PM |
Ask10:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.082EUR |
-15.46% |
-
Bid Size: - |
-
Ask Size: - |
PepsiCo Inc |
165.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3WHG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PepsiCo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
188.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.15 |
| Parity: |
-0.11 |
| Time value: |
0.08 |
| Break-even: |
154.95 |
| Moneyness: |
0.99 |
| Premium: |
0.01 |
| Premium p.a.: |
1.14 |
| Spread abs.: |
0.01 |
| Spread %: |
14.08% |
| Delta: |
0.38 |
| Theta: |
-0.10 |
| Omega: |
71.15 |
| Rho: |
0.01 |
Quote data
| Open: |
0.082 |
| High: |
0.082 |
| Low: |
0.082 |
| Previous Close: |
0.097 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-88.45% |
| 1 Month |
|
|
-94.18% |
| 3 Months |
|
|
-86.10% |
| YTD |
|
|
-92.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.082 |
| 1M High / 1M Low: |
1.760 |
0.082 |
| 6M High / 6M Low: |
1.760 |
0.082 |
| High (YTD): |
2024-05-17 |
1.760 |
| Low (YTD): |
2024-06-14 |
0.082 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.246 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.925 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.950 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
390.22% |
| Volatility 6M: |
|
252.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
