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: |
|
- |
