BVT Call 165 PEP/ DE000VM3WHG8 /
| 2024-06-21 8:54:22 AM | Chg.-0.053 | Bid8:00:02 PM | Ask8:00:02 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.177EUR | -23.04% | - 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: | 44.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.15 |
|---|---|
| Intrinsic value: | 0.14 |
| Implied volatility: | 0.85 |
| Historic volatility: | 0.15 |
| Parity: | 0.14 |
| Time value: | 0.21 |
| Break-even: | 157.03 |
| Moneyness: | 1.01 |
| Premium: | 0.01 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.15 |
| Spread %: | 77.67% |
| Delta: | 0.59 |
| Theta: | -1.35 |
| Omega: | 26.06 |
| Rho: | 0.00 |
Quote data
| Open: | 0.177 |
|---|---|
| High: | 0.177 |
| Low: | 0.177 |
| Previous Close: | 0.230 |
| Turnover: | 0.000 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +115.85% | ||
|---|---|---|---|
| 1 Month | -87.96% | ||
| 3 Months | -82.82% | ||
| YTD | -84.34% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.230 | 0.076 |
|---|---|---|
| 1M High / 1M Low: | 1.620 | 0.076 |
| 6M High / 6M Low: | 1.760 | 0.076 |
| High (YTD): | 2024-05-17 | 1.760 |
| Low (YTD): | 2024-06-17 | 0.076 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.149 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.704 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.922 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 575.28% | |
| Volatility 6M: | 302.80% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
