BVT Call 75 MDLZ 21.03.2025
/ DE000VD49E41
BVT Call 75 MDLZ 21.03.2025/ DE000VD49E41 /
| 20/06/2024 19:40:12 |
Chg.+0.004 |
Bid19:57:14 |
Ask19:57:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+2.41% |
0.169
Bid Size: 102,000 |
0.179
Ask Size: 102,000 |
Mondelez Internation... |
75.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VD49E4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
30/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.16 |
| Parity: |
-0.82 |
| Time value: |
0.18 |
| Break-even: |
71.55 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
6.02% |
| Delta: |
0.30 |
| Theta: |
-0.01 |
| Omega: |
10.52 |
| Rho: |
0.13 |
Quote data
| Open: |
0.169 |
| High: |
0.170 |
| Low: |
0.161 |
| Previous Close: |
0.166 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.73% |
| 1 Month |
|
|
-51.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.173 |
0.164 |
| 1M High / 1M Low: |
0.350 |
0.164 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.233 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
