BVT Call 74 MDLZ 20.09.2024
/ DE000VM3KA58
BVT Call 74 MDLZ 20.09.2024/ DE000VM3KA58 /
| 2024-05-28 8:51:38 AM |
Chg.-0.001 |
Bid5:20:27 PM |
Ask5:20:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.073EUR |
-1.35% |
0.055
Bid Size: 98,000 |
0.065
Ask Size: 98,000 |
Mondelez Internation... |
74.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3KA5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-06 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
76.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.15 |
| Parity: |
-0.52 |
| Time value: |
0.08 |
| Break-even: |
68.95 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
13.89% |
| Delta: |
0.25 |
| Theta: |
-0.01 |
| Omega: |
18.91 |
| Rho: |
0.05 |
Quote data
| Open: |
0.073 |
| High: |
0.073 |
| Low: |
0.073 |
| Previous Close: |
0.074 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.06% |
| 1 Month |
|
|
-67.84% |
| 3 Months |
|
|
-81.75% |
| YTD |
|
|
-83.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.074 |
| 1M High / 1M Low: |
0.280 |
0.074 |
| 6M High / 6M Low: |
0.680 |
0.074 |
| High (YTD): |
2024-02-05 |
0.680 |
| Low (YTD): |
2024-05-27 |
0.074 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.171 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.345 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.40% |
| Volatility 6M: |
|
176.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
