BVT Call 40 FCX 20.09.2024
/ DE000VM3L3M8
BVT Call 40 FCX 20.09.2024/ DE000VM3L3M8 /
| 28/08/2024 08:55:28 |
Chg.-0.030 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-6.00% |
-
Bid Size: - |
-
Ask Size: - |
Freeport McMoRan Inc |
40.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM3L3M |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Freeport McMoRan Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 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: |
7.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.30 |
| Parity: |
0.47 |
| Time value: |
0.04 |
| Break-even: |
40.89 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
6.88 |
| Rho: |
0.02 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.68% |
| 1 Month |
|
|
-18.97% |
| 3 Months |
|
|
-64.12% |
| YTD |
|
|
-32.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.380 |
| 1M High / 1M Low: |
0.590 |
0.216 |
| 6M High / 6M Low: |
1.490 |
0.216 |
| High (YTD): |
20/05/2024 |
1.490 |
| Low (YTD): |
08/08/2024 |
0.216 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.436 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.388 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.848 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
324.91% |
| Volatility 6M: |
|
196.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
