BVT Call 76 MDLZ 20.09.2024
/ DE000VM3KA09
BVT Call 76 MDLZ 20.09.2024/ DE000VM3KA09 /
| 06/06/2024 19:53:15 |
Chg.+0.016 |
Bid21:59:50 |
Ask21:59:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.043EUR |
+59.26% |
-
Bid Size: - |
-
Ask Size: - |
Mondelez Internation... |
76.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM3KA0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
06/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
138.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.15 |
| Parity: |
-0.74 |
| Time value: |
0.05 |
| Break-even: |
70.34 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.01 |
| Spread %: |
28.57% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
21.26 |
| Rho: |
0.03 |
Quote data
| Open: |
0.036 |
| High: |
0.043 |
| Low: |
0.035 |
| Previous Close: |
0.027 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.30% |
| 1 Month |
|
|
-53.26% |
| 3 Months |
|
|
-82.80% |
| YTD |
|
|
-87.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.036 |
0.027 |
| 1M High / 1M Low: |
0.126 |
0.026 |
| 6M High / 6M Low: |
0.550 |
0.026 |
| High (YTD): |
02/02/2024 |
0.550 |
| Low (YTD): |
28/05/2024 |
0.026 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.074 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.241 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.94% |
| Volatility 6M: |
|
204.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
