BVT Call 35 FCX 20.09.2024
/ DE000VM34A90
BVT Call 35 FCX 20.09.2024/ DE000VM34A90 /
8/28/2024 8:26:27 AM |
Chg.-0.030 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.900EUR |
-3.23% |
- Bid Size: - |
- Ask Size: - |
Freeport McMoRan Inc |
35.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
VM34A9 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Freeport McMoRan Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 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: |
4.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.92 |
Intrinsic value: |
0.92 |
Implied volatility: |
0.68 |
Historic volatility: |
0.30 |
Parity: |
0.92 |
Time value: |
0.02 |
Break-even: |
40.71 |
Moneyness: |
1.29 |
Premium: |
0.01 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
1.08% |
Delta: |
0.94 |
Theta: |
-0.02 |
Omega: |
4.06 |
Rho: |
0.02 |
Quote data
Open: |
0.900 |
High: |
0.900 |
Low: |
0.900 |
Previous Close: |
0.930 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.50% |
1 Month |
|
|
-10.00% |
3 Months |
|
|
-48.28% |
YTD |
|
|
-9.09% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.930 |
0.780 |
1M High / 1M Low: |
1.020 |
0.510 |
6M High / 6M Low: |
1.920 |
0.510 |
High (YTD): |
5/20/2024 |
1.920 |
Low (YTD): |
2/14/2024 |
0.500 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.858 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.773 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.240 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
211.95% |
Volatility 6M: |
|
137.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |