BVT Call 46 TSN 20.09.2024
/ DE000VM34AU3
BVT Call 46 TSN 20.09.2024/ DE000VM34AU3 /
| 30/08/2024 19:41:39 |
Chg.-0.060 |
Bid21:58:48 |
Ask21:58:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.650EUR |
-3.51% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
46.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM34AU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
17/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
1.66 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.19 |
| Parity: |
1.66 |
| Time value: |
0.03 |
| Break-even: |
58.54 |
| Moneyness: |
1.40 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.60% |
| Delta: |
0.96 |
| Theta: |
-0.03 |
| Omega: |
3.29 |
| Rho: |
0.02 |
Quote data
| Open: |
1.680 |
| High: |
1.680 |
| Low: |
1.650 |
| Previous Close: |
1.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.85% |
| 1 Month |
|
|
+17.86% |
| 3 Months |
|
|
+44.74% |
| YTD |
|
|
+73.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.710 |
1.620 |
| 1M High / 1M Low: |
1.710 |
1.370 |
| 6M High / 6M Low: |
1.710 |
0.830 |
| High (YTD): |
29/08/2024 |
1.710 |
| Low (YTD): |
13/02/2024 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.662 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.524 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.260 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.67% |
| Volatility 6M: |
|
87.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
