BVT Call 47 TSN 20.09.2024
/ DE000VM3REV4
BVT Call 47 TSN 20.09.2024/ DE000VM3REV4 /
30/08/2024 20:02:43 |
Chg.-0.040 |
Bid21:58:47 |
Ask21:58:47 |
Underlying |
Strike price |
Expiration date |
Option type |
1.570EUR |
-2.48% |
- Bid Size: - |
- Ask Size: - |
Tyson Foods |
47.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
VM3REV |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
47.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
10/10/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.60 |
Intrinsic value: |
1.59 |
Implied volatility: |
0.69 |
Historic volatility: |
0.19 |
Parity: |
1.59 |
Time value: |
0.02 |
Break-even: |
58.52 |
Moneyness: |
1.38 |
Premium: |
0.00 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.63% |
Delta: |
0.98 |
Theta: |
-0.02 |
Omega: |
3.55 |
Rho: |
0.02 |
Quote data
Open: |
1.590 |
High: |
1.590 |
Low: |
1.570 |
Previous Close: |
1.610 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+8.28% |
1 Month |
|
|
+18.94% |
3 Months |
|
|
+55.45% |
YTD |
|
|
+76.40% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.620 |
1.450 |
1M High / 1M Low: |
1.620 |
1.260 |
6M High / 6M Low: |
1.620 |
0.750 |
High (YTD): |
28/08/2024 |
1.620 |
Low (YTD): |
13/02/2024 |
0.680 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.548 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.411 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.165 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
85.75% |
Volatility 6M: |
|
95.48% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |