BVT Call 48 TSN 20.09.2024
/ DE000VM3MA15
BVT Call 48 TSN 20.09.2024/ DE000VM3MA15 /
| 02/09/2024 19:41:32 |
Chg.+0.050 |
Bid19:41:32 |
Ask19:41:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.520EUR |
+3.40% |
-
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: |
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): |
29/08/2024 |
1.530 |
| Low (YTD): |
13/02/2024 |
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: |
|
- |
