BVT Call 48 TSN 20.09.2024
/ DE000VM3MA15
BVT Call 48 TSN 20.09.2024/ DE000VM3MA15 /
| 7/26/2024 7:44:00 PM |
Chg.+0.050 |
Bid9:59:05 PM |
Ask9:59:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.240EUR |
+4.20% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.20 |
| Parity: |
1.20 |
| Time value: |
0.06 |
| Break-even: |
56.82 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.80% |
| Delta: |
0.92 |
| Theta: |
-0.02 |
| Omega: |
4.12 |
| Rho: |
0.06 |
Quote data
| Open: |
1.210 |
| High: |
1.240 |
| Low: |
1.200 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.71% |
| 1 Month |
|
|
+37.78% |
| 3 Months |
|
|
-6.06% |
| YTD |
|
|
+51.22% |
| 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): |
4/24/2024 |
1.370 |
| Low (YTD): |
2/13/2024 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.152 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.997 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.986 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.51% |
| Volatility 6M: |
|
107.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
