BVT Call 48 TSN 20.09.2024
/ DE000VM3MA15
BVT Call 48 TSN 20.09.2024/ DE000VM3MA15 /
| 05/07/2024 19:43:41 |
Chg.-0.040 |
Bid21:59:25 |
Ask21:59:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-4.60% |
-
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: |
5.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.20 |
| Parity: |
0.80 |
| Time value: |
0.12 |
| Break-even: |
53.60 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.05 |
| Spread %: |
5.75% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
4.79 |
| Rho: |
0.07 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.810 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.78% |
| 1 Month |
|
|
-6.74% |
| 3 Months |
|
|
-28.45% |
| YTD |
|
|
+1.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.830 |
| 1M High / 1M Low: |
0.980 |
0.670 |
| 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: |
|
0.892 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.844 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.964 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.51% |
| Volatility 6M: |
|
105.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
