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: |
|
- |
