BVT Call 110 FI 20.09.2024
/ DE000VM34AZ2
BVT Call 110 FI 20.09.2024/ DE000VM34AZ2 /
| 7/10/2024 8:25:56 AM |
Chg.-0.01 |
Bid8:53:24 PM |
Ask8:53:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.96EUR |
-0.25% |
3.58
Bid Size: 24,000 |
3.60
Ask Size: 24,000 |
Fiserv |
110.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM34AZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/17/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.87 |
| Intrinsic value: |
3.80 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.15 |
| Parity: |
3.80 |
| Time value: |
0.18 |
| Break-even: |
141.52 |
| Moneyness: |
1.37 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.51% |
| Delta: |
0.93 |
| Theta: |
-0.04 |
| Omega: |
3.27 |
| Rho: |
0.18 |
Quote data
| Open: |
3.96 |
| High: |
3.96 |
| Low: |
3.96 |
| Previous Close: |
3.97 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.39% |
| 1 Month |
|
|
-2.46% |
| 3 Months |
|
|
-12.58% |
| YTD |
|
|
+41.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.97 |
3.73 |
| 1M High / 1M Low: |
4.06 |
3.54 |
| 6M High / 6M Low: |
4.92 |
3.00 |
| High (YTD): |
3/28/2024 |
4.92 |
| Low (YTD): |
1/3/2024 |
2.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.53% |
| Volatility 6M: |
|
60.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
