BVT Call 130 FI 20.09.2024
/ DE000VM3MM94
BVT Call 130 FI 20.09.2024/ DE000VM3MM94 /
10/09/2024 10:31:15 |
Chg.-0.040 |
Bid13:48:36 |
Ask13:48:36 |
Underlying |
Strike price |
Expiration date |
Option type |
3.860EUR |
-1.03% |
3.870 Bid Size: 9,000 |
3.920 Ask Size: 9,000 |
Fiserv |
130.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
VM3MM9 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Fiserv |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
09/10/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.86 |
Intrinsic value: |
3.85 |
Implied volatility: |
1.01 |
Historic volatility: |
0.15 |
Parity: |
3.85 |
Time value: |
0.05 |
Break-even: |
156.80 |
Moneyness: |
1.33 |
Premium: |
0.00 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
0.52% |
Delta: |
0.96 |
Theta: |
-0.12 |
Omega: |
3.85 |
Rho: |
0.03 |
Quote data
Open: |
3.860 |
High: |
3.860 |
Low: |
3.860 |
Previous Close: |
3.900 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.16% |
1 Month |
|
|
+30.85% |
3 Months |
|
|
+82.08% |
YTD |
|
|
+175.71% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.070 |
3.660 |
1M High / 1M Low: |
4.100 |
2.930 |
6M High / 6M Low: |
4.100 |
1.880 |
High (YTD): |
02/09/2024 |
4.100 |
Low (YTD): |
03/01/2024 |
1.310 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.892 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.613 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.677 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
48.87% |
Volatility 6M: |
|
87.18% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |