BVT Call 42 FCX 20.09.2024
/ DE000VM3L5E0
BVT Call 42 FCX 20.09.2024/ DE000VM3L5E0 /
| 8/28/2024 8:55:28 AM |
Chg.-0.030 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-8.82% |
-
Bid Size: - |
-
Ask Size: - |
Freeport McMoRan Inc |
42.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM3L5E |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Freeport McMoRan Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.30 |
| Parity: |
0.29 |
| Time value: |
0.06 |
| Break-even: |
41.08 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
2.94% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
9.10 |
| Rho: |
0.02 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.00% |
| 1 Month |
|
|
-29.55% |
| 3 Months |
|
|
-73.04% |
| YTD |
|
|
-47.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.240 |
| 1M High / 1M Low: |
0.440 |
0.138 |
| 6M High / 6M Low: |
1.320 |
0.138 |
| High (YTD): |
5/20/2024 |
1.320 |
| Low (YTD): |
8/8/2024 |
0.138 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.288 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.263 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.710 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
375.13% |
| Volatility 6M: |
|
222.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
