BVT Call 290 MCD 21.02.2025
/ DE000VG1VKB7
BVT Call 290 MCD 21.02.2025/ DE000VG1VKB7 /
| 23/01/2025 19:48:12 |
Chg.+0.120 |
Bid08:04:06 |
Ask08:04:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+30.00% |
0.500
Bid Size: 7,000 |
0.550
Ask Size: 7,000 |
McDonalds Corp |
290.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
VG1VKB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
27/12/2024 |
| Last trading day: |
21/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
65.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
-0.83 |
| Time value: |
0.41 |
| Break-even: |
282.73 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.01 |
| Spread %: |
2.50% |
| Delta: |
0.35 |
| Theta: |
-0.12 |
| Omega: |
23.05 |
| Rho: |
0.07 |
Quote data
| Open: |
0.390 |
| High: |
0.520 |
| Low: |
0.390 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.18% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-53.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.340 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
03/01/2025 |
1.180 |
| Low (YTD): |
21/01/2025 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.428 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |