BVT Call 80 MDLZ 20.12.2024
/ DE000VD4TUR3
BVT Call 80 MDLZ 20.12.2024/ DE000VD4TUR3 /
| 31/05/2024 19:40:24 |
Chg.+0.011 |
Bid08:12:03 |
Ask08:12:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.056EUR |
+24.44% |
0.059
Bid Size: 15,000 |
0.069
Ask Size: 15,000 |
Mondelez Internation... |
80.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD4TUR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
24/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
90.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.15 |
| Parity: |
-1.06 |
| Time value: |
0.07 |
| Break-even: |
74.42 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
16.67% |
| Delta: |
0.17 |
| Theta: |
-0.01 |
| Omega: |
15.20 |
| Rho: |
0.05 |
Quote data
| Open: |
0.059 |
| High: |
0.059 |
| Low: |
0.056 |
| Previous Close: |
0.045 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
-50.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.063 |
0.045 |
| 1M High / 1M Low: |
0.133 |
0.045 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.053 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
