BVT Call 76 MDLZ 20.09.2024
/ DE000VM3KA09
BVT Call 76 MDLZ 20.09.2024/ DE000VM3KA09 /
| 6/3/2024 8:51:39 AM |
Chg.+0.004 |
Bid12:01:59 PM |
Ask12:01:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.044EUR |
+10.00% |
0.044
Bid Size: 25,000 |
0.054
Ask Size: 25,000 |
Mondelez Internation... |
76.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/6/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
112.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.15 |
| Parity: |
-0.69 |
| Time value: |
0.06 |
| Break-even: |
70.59 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.01 |
| Spread %: |
21.74% |
| Delta: |
0.18 |
| Theta: |
-0.01 |
| Omega: |
20.19 |
| Rho: |
0.03 |
Quote data
| Open: |
0.044 |
| High: |
0.044 |
| Low: |
0.044 |
| Previous Close: |
0.040 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.32% |
| 1 Month |
|
|
-66.15% |
| 3 Months |
|
|
-84.83% |
| YTD |
|
|
-87.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.041 |
0.029 |
| 1M High / 1M Low: |
0.139 |
0.029 |
| 6M High / 6M Low: |
0.550 |
0.029 |
| High (YTD): |
2/5/2024 |
0.550 |
| Low (YTD): |
5/30/2024 |
0.029 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.037 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.088 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.252 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
306.79% |
| Volatility 6M: |
|
200.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
