BVT Call 48 TSN 20.09.2024
/ DE000VM3MA15
BVT Call 48 TSN 20.09.2024/ DE000VM3MA15 /
29/07/2024 16:42:55 |
Chg.-0.050 |
Bid17:36:56 |
Ask17:36:56 |
Underlying |
Strike price |
Expiration date |
Option type |
1.190EUR |
-4.03% |
1.220 Bid Size: 57,000 |
1.230 Ask Size: 57,000 |
Tyson Foods |
48.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
09/10/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.22 |
Intrinsic value: |
1.20 |
Implied volatility: |
0.48 |
Historic volatility: |
0.20 |
Parity: |
1.20 |
Time value: |
0.06 |
Break-even: |
56.83 |
Moneyness: |
1.27 |
Premium: |
0.01 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.80% |
Delta: |
0.92 |
Theta: |
-0.02 |
Omega: |
4.12 |
Rho: |
0.06 |
Quote data
Open: |
1.250 |
High: |
1.270 |
Low: |
1.190 |
Previous Close: |
1.240 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.31% |
1 Month |
|
|
+32.22% |
3 Months |
|
|
-9.85% |
YTD |
|
|
+45.12% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.240 |
1.090 |
1M High / 1M Low: |
1.240 |
0.810 |
6M High / 6M Low: |
1.370 |
0.620 |
High (YTD): |
24/04/2024 |
1.370 |
Low (YTD): |
13/02/2024 |
0.620 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.152 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.002 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.986 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.54% |
Volatility 6M: |
|
107.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |