BVT Call 32 HRL 20.09.2024
/ DE000VM7NP88
BVT Call 32 HRL 20.09.2024/ DE000VM7NP88 /
9/2/2024 8:47:59 AM |
Chg.+0.025 |
Bid5:30:04 PM |
Ask5:30:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.138EUR |
+22.12% |
- Bid Size: - |
- Ask Size: - |
Hormel Foods Corpora... |
32.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
VM7NP8 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Hormel Foods Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
32.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
1/2/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
20.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.05 |
Implied volatility: |
0.44 |
Historic volatility: |
0.25 |
Parity: |
0.05 |
Time value: |
0.09 |
Break-even: |
30.40 |
Moneyness: |
1.02 |
Premium: |
0.03 |
Premium p.a.: |
0.88 |
Spread abs.: |
0.01 |
Spread %: |
7.52% |
Delta: |
0.60 |
Theta: |
-0.03 |
Omega: |
12.27 |
Rho: |
0.01 |
Quote data
Open: |
0.138 |
High: |
0.138 |
Low: |
0.138 |
Previous Close: |
0.113 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+27.78% |
1 Month |
|
|
-12.10% |
3 Months |
|
|
+24.32% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.108 |
1M High / 1M Low: |
0.195 |
0.102 |
6M High / 6M Low: |
0.520 |
0.052 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.119 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.134 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.253 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
251.01% |
Volatility 6M: |
|
208.49% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |