BVT Call 135 YUM 20.09.2024
/ DE000VM7NVP0
BVT Call 135 YUM 20.09.2024/ DE000VM7NVP0 /
| 2024-05-02 9:51:07 AM |
Chg.-0.58 |
Bid5:58:22 PM |
Ask5:58:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.71EUR |
-44.96% |
0.75
Bid Size: 26,000 |
0.76
Ask Size: 26,000 |
Yum Brands Inc |
135.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7NVP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.15 |
| Parity: |
0.03 |
| Time value: |
1.15 |
| Break-even: |
137.77 |
| Moneyness: |
1.00 |
| Premium: |
0.09 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
0.57 |
| Theta: |
-0.04 |
| Omega: |
6.15 |
| Rho: |
0.23 |
Quote data
| Open: |
0.71 |
| High: |
0.71 |
| Low: |
0.71 |
| Previous Close: |
1.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.32% |
| 1 Month |
|
|
-39.32% |
| 3 Months |
|
|
+5.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.29 |
1.17 |
| 1M High / 1M Low: |
1.29 |
0.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
