BVT Call 74 MDLZ 21.06.2024
/ DE000VU9L3G7
BVT Call 74 MDLZ 21.06.2024/ DE000VU9L3G7 /
| 2024-05-15 8:57:20 AM |
Chg.+0.007 |
Bid9:51:39 PM |
Ask9:51:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
+11.11% |
0.043
Bid Size: 94,000 |
0.053
Ask Size: 94,000 |
Mondelez Internation... |
74.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9L3G |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
85.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.16 |
| Parity: |
-0.19 |
| Time value: |
0.08 |
| Break-even: |
69.21 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.01 |
| Spread %: |
14.71% |
| Delta: |
0.34 |
| Theta: |
-0.02 |
| Omega: |
28.63 |
| Rho: |
0.02 |
Quote data
| Open: |
0.070 |
| High: |
0.070 |
| Low: |
0.070 |
| Previous Close: |
0.063 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.86% |
| 1 Month |
|
|
+62.79% |
| 3 Months |
|
|
-67.44% |
| YTD |
|
|
-78.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.063 |
0.036 |
| 1M High / 1M Low: |
0.123 |
0.024 |
| 6M High / 6M Low: |
0.530 |
0.024 |
| High (YTD): |
2024-02-05 |
0.530 |
| Low (YTD): |
2024-04-17 |
0.024 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.056 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.238 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
480.42% |
| Volatility 6M: |
|
256.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
