BVT Call 75 MDLZ 21.06.2024
/ DE000VM2JS78
BVT Call 75 MDLZ 21.06.2024/ DE000VM2JS78 /
| 2024-05-22 8:46:47 AM |
Chg.+0.003 |
Bid9:06:03 AM |
Ask9:06:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.010EUR |
+42.86% |
0.009
Bid Size: 15,000 |
0.020
Ask Size: 15,000 |
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: |
323.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.16 |
| Parity: |
-0.44 |
| Time value: |
0.02 |
| Break-even: |
69.26 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
1.23 |
| Spread abs.: |
0.01 |
| Spread %: |
150.00% |
| Delta: |
0.12 |
| Theta: |
-0.01 |
| Omega: |
39.68 |
| Rho: |
0.01 |
Quote data
| Open: |
0.010 |
| High: |
0.010 |
| Low: |
0.010 |
| Previous Close: |
0.007 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-77.78% |
| 1 Month |
|
|
-62.96% |
| 3 Months |
|
|
-96.15% |
| YTD |
|
|
-96.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.045 |
0.007 |
| 1M High / 1M Low: |
0.089 |
0.007 |
| 6M High / 6M Low: |
0.470 |
0.007 |
| High (YTD): |
2024-02-05 |
0.470 |
| Low (YTD): |
2024-05-21 |
0.007 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.024 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.040 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.190 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
598.95% |
| Volatility 6M: |
|
315.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
