BVT Call 76 MDLZ 20.09.2024
/ DE000VM3KA09
BVT Call 76 MDLZ 20.09.2024/ DE000VM3KA09 /
| 2024-05-17 1:53:52 PM |
Chg.0.000 |
Bid4:51:11 PM |
Ask4:51:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.124EUR |
0.00% |
0.119
Bid Size: 92,000 |
0.129
Ask Size: 92,000 |
Mondelez Internation... |
76.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3KA0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 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: |
47.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.15 |
| Parity: |
-0.38 |
| Time value: |
0.14 |
| Break-even: |
71.31 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
7.81% |
| Delta: |
0.35 |
| Theta: |
-0.01 |
| Omega: |
16.60 |
| Rho: |
0.07 |
Quote data
| Open: |
0.124 |
| High: |
0.124 |
| Low: |
0.124 |
| Previous Close: |
0.124 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.77% |
| 1 Month |
|
|
+82.35% |
| 3 Months |
|
|
-52.31% |
| YTD |
|
|
-63.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.126 |
0.114 |
| 1M High / 1M Low: |
0.211 |
0.068 |
| 6M High / 6M Low: |
0.550 |
0.059 |
| High (YTD): |
2024-02-02 |
0.550 |
| Low (YTD): |
2024-04-15 |
0.059 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.123 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.126 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.273 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.19% |
| Volatility 6M: |
|
181.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
