BVT Call 135 YUM 21.06.2024
/ DE000VM577B5
BVT Call 135 YUM 21.06.2024/ DE000VM577B5 /
| 2024-05-31 8:38:38 AM |
Chg.+0.043 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+20.77% |
-
Bid Size: - |
-
Ask Size: - |
Yum Brands Inc |
135.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM577B |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.14 |
| Parity: |
0.22 |
| Time value: |
0.19 |
| Break-even: |
128.54 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
2.50% |
| Delta: |
0.66 |
| Theta: |
-0.07 |
| Omega: |
20.25 |
| Rho: |
0.04 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.207 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.56% |
| 1 Month |
|
|
-37.50% |
| 3 Months |
|
|
-69.88% |
| YTD |
|
|
-55.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.207 |
| 1M High / 1M Low: |
0.700 |
0.207 |
| 6M High / 6M Low: |
0.980 |
0.207 |
| High (YTD): |
2024-04-30 |
0.980 |
| Low (YTD): |
2024-05-30 |
0.207 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.347 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.429 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.568 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
392.08% |
| Volatility 6M: |
|
235.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
