BVT Call 82 MDLZ 20.12.2024
/ DE000VD41JF9
BVT Call 82 MDLZ 20.12.2024/ DE000VD41JF9 /
| 03/06/2024 10:21:23 |
Chg.+0.002 |
Bid13:14:34 |
Ask13:14:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.038EUR |
+5.56% |
0.039
Bid Size: 25,000 |
0.049
Ask Size: 25,000 |
Mondelez Internation... |
82.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD41JF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
26/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
128.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.15 |
| Parity: |
-1.24 |
| Time value: |
0.05 |
| Break-even: |
76.05 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
25.64% |
| Delta: |
0.13 |
| Theta: |
-0.01 |
| Omega: |
16.22 |
| Rho: |
0.04 |
Quote data
| Open: |
0.038 |
| High: |
0.038 |
| Low: |
0.038 |
| Previous Close: |
0.036 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.32% |
| 1 Month |
|
|
-53.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.041 |
0.028 |
| 1M High / 1M Low: |
0.093 |
0.028 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.033 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.064 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
