BVT Call 78 MDLZ 20.09.2024
/ DE000VM3KAY1
BVT Call 78 MDLZ 20.09.2024/ DE000VM3KAY1 /
2024-06-21 8:52:01 AM |
Chg.0.000 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.016EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Mondelez Internation... |
78.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM3KAY |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
78.00 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: |
270.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.16 |
Parity: |
-1.07 |
Time value: |
0.02 |
Break-even: |
73.18 |
Moneyness: |
0.85 |
Premium: |
0.18 |
Premium p.a.: |
0.93 |
Spread abs.: |
0.01 |
Spread %: |
76.92% |
Delta: |
0.08 |
Theta: |
-0.01 |
Omega: |
22.04 |
Rho: |
0.01 |
Quote data
Open: |
0.016 |
High: |
0.016 |
Low: |
0.016 |
Previous Close: |
0.016 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+45.45% |
1 Month |
|
|
-66.67% |
3 Months |
|
|
-90.36% |
YTD |
|
|
-94.07% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.016 |
0.011 |
1M High / 1M Low: |
0.048 |
0.011 |
6M High / 6M Low: |
0.430 |
0.011 |
High (YTD): |
2024-02-05 |
0.430 |
Low (YTD): |
2024-06-17 |
0.011 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.014 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.021 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.160 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
361.91% |
Volatility 6M: |
|
245.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |