BVT Call 72 MDLZ 20.09.2024
/ DE000VM3KA17
BVT Call 72 MDLZ 20.09.2024/ DE000VM3KA17 /
| 2024-06-06 8:52:41 AM |
Chg.-0.006 |
Bid3:02:13 PM |
Ask3:02:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-5.17% |
0.107
Bid Size: 40,000 |
0.117
Ask Size: 40,000 |
Mondelez Internation... |
72.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3KA1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-06 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
52.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.15 |
| Parity: |
-0.37 |
| Time value: |
0.12 |
| Break-even: |
67.41 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
0.33 |
| Theta: |
-0.01 |
| Omega: |
17.02 |
| Rho: |
0.06 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.116 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.60% |
| 1 Month |
|
|
-48.36% |
| 3 Months |
|
|
-71.79% |
| YTD |
|
|
-80.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.135 |
0.089 |
| 1M High / 1M Low: |
0.320 |
0.089 |
| 6M High / 6M Low: |
0.810 |
0.089 |
| High (YTD): |
2024-02-05 |
0.810 |
| Low (YTD): |
2024-05-30 |
0.089 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.201 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.422 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
279.80% |
| Volatility 6M: |
|
176.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
