BVT Call 82 MDLZ 20.12.2024
/ DE000VD41JF9
BVT Call 82 MDLZ 20.12.2024/ DE000VD41JF9 /
| 06/06/2024 19:53:30 |
Chg.+0.009 |
Bid09:04:20 |
Ask09:04:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.034EUR |
+36.00% |
0.031
Bid Size: 15,000 |
0.041
Ask Size: 15,000 |
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: |
164.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.15 |
| Parity: |
-1.29 |
| Time value: |
0.04 |
| Break-even: |
75.79 |
| Moneyness: |
0.83 |
| Premium: |
0.21 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
35.71% |
| Delta: |
0.11 |
| Theta: |
0.00 |
| Omega: |
17.30 |
| Rho: |
0.03 |
Quote data
| Open: |
0.029 |
| High: |
0.034 |
| Low: |
0.028 |
| Previous Close: |
0.025 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.56% |
| 1 Month |
|
|
-56.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.036 |
0.025 |
| 1M High / 1M Low: |
0.093 |
0.025 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
277.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
