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BVT Call 75 MDLZ 21.06.2024/  DE000VM2JS78  /

Frankfurt Zert./VONT
2024-05-15  7:54:52 PM Chg.-0.004 Bid8:28:58 PM Ask8:28:58 PM Underlying Strike price Expiration date Option type
0.032EUR -11.11% 0.030
Bid Size: 92,000		 0.040
Ask Size: 92,000		 Mondelez Internation... 75.00 USD 2024-06-21 Call
 

Master data

WKN: VM2JS7
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 2024-06-21
Issue date: 2023-09-18
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 125.50
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.16
Parity: -0.28
Time value: 0.05
Break-even: 69.89
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 0.63
Spread abs.: 0.01
Spread %: 23.26%
Delta: 0.25
Theta: -0.02
Omega: 31.58
Rho: 0.02
 

Quote data

Open: 0.043
High: 0.044
Low: 0.032
Previous Close: 0.036
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month  
+113.33%
3 Months
  -81.61%
YTD
  -88.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.036 0.019
1M High / 1M Low: 0.099 0.013
6M High / 6M Low: 0.470 0.013
High (YTD): 2024-02-02 0.470
Low (YTD): 2024-04-16 0.013
52W High: - -
52W Low: - -
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.040
Avg. volume 1M:   0.000
Avg. price 6M:   0.197
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   518.09%
Volatility 6M:   296.76%
Volatility 1Y:   -
Volatility 3Y:   -