BVT Call 48 TSN 20.09.2024
/ DE000VM3MA15
BVT Call 48 TSN 20.09.2024/ DE000VM3MA15 /
| 12/07/2024 08:54:16 |
Chg.+0.040 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+4.71% |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.20 |
| Parity: |
0.82 |
| Time value: |
0.08 |
| Break-even: |
53.14 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.12% |
| Delta: |
0.88 |
| Theta: |
-0.02 |
| Omega: |
5.12 |
| Rho: |
0.07 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.14% |
| 1 Month |
|
|
+20.27% |
| 3 Months |
|
|
-25.83% |
| YTD |
|
|
+7.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.810 |
| 1M High / 1M Low: |
0.990 |
0.660 |
| 6M High / 6M Low: |
1.410 |
0.640 |
| High (YTD): |
06/05/2024 |
1.410 |
| Low (YTD): |
14/02/2024 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.849 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.965 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.58% |
| Volatility 6M: |
|
102.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
