BVT Call 48 TSN 20.09.2024
/ DE000VM3MA15
BVT Call 48 TSN 20.09.2024/ DE000VM3MA15 /
9/2/2024 4:40:28 PM |
Chg.+0.050 |
Bid4:40:28 PM |
Ask4:40:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.520EUR |
+3.40% |
1.520 Bid Size: 23,000 |
1.550 Ask Size: 23,000 |
Tyson Foods |
48.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
VM3MA1 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
48.00 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: |
3.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.48 |
Intrinsic value: |
1.48 |
Implied volatility: |
0.86 |
Historic volatility: |
0.19 |
Parity: |
1.48 |
Time value: |
0.03 |
Break-even: |
58.56 |
Moneyness: |
1.34 |
Premium: |
0.01 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.01 |
Spread %: |
0.67% |
Delta: |
0.95 |
Theta: |
-0.04 |
Omega: |
3.66 |
Rho: |
0.02 |
Quote data
Open: |
1.510 |
High: |
1.520 |
Low: |
1.510 |
Previous Close: |
1.470 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.56% |
1 Month |
|
|
+24.59% |
3 Months |
|
|
+56.70% |
YTD |
|
|
+85.37% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.530 |
1.440 |
1M High / 1M Low: |
1.530 |
1.190 |
6M High / 6M Low: |
1.530 |
0.670 |
High (YTD): |
8/29/2024 |
1.530 |
Low (YTD): |
2/13/2024 |
0.620 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.484 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.344 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.090 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.86% |
Volatility 6M: |
|
99.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |