BVT Call 46 TSN 20.09.2024
/ DE000VM34AU3
BVT Call 46 TSN 20.09.2024/ DE000VM34AU3 /
| 7/5/2024 7:43:56 PM |
Chg.-0.050 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
-4.76% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
46.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/17/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.20 |
| Parity: |
0.98 |
| Time value: |
0.12 |
| Break-even: |
53.55 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
4.76% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
4.11 |
| Rho: |
0.07 |
Quote data
| Open: |
1.050 |
| High: |
1.050 |
| Low: |
0.990 |
| Previous Close: |
1.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.41% |
| 1 Month |
|
|
-5.66% |
| 3 Months |
|
|
-24.81% |
| YTD |
|
|
+5.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
1.000 |
| 1M High / 1M Low: |
1.150 |
0.830 |
| 6M High / 6M Low: |
1.540 |
0.750 |
| High (YTD): |
4/24/2024 |
1.540 |
| Low (YTD): |
2/13/2024 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.070 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.016 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.120 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.26% |
| Volatility 6M: |
|
93.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
