BVT Call 49 TSN 20.09.2024
/ DE000VM3MBD9
BVT Call 49 TSN 20.09.2024/ DE000VM3MBD9 /
16/08/2024 08:55:45 |
Chg.0.00 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
1.22EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Tyson Foods |
49.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
VM3MBD |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
49.00 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: |
4.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.20 |
Intrinsic value: |
1.19 |
Implied volatility: |
0.48 |
Historic volatility: |
0.19 |
Parity: |
1.19 |
Time value: |
0.03 |
Break-even: |
56.86 |
Moneyness: |
1.27 |
Premium: |
0.01 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.83% |
Delta: |
0.96 |
Theta: |
-0.02 |
Omega: |
4.43 |
Rho: |
0.04 |
Quote data
Open: |
1.22 |
High: |
1.22 |
Low: |
1.22 |
Previous Close: |
1.22 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+45.24% |
3 Months |
|
|
+6.09% |
YTD |
|
|
+58.44% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.22 |
1.08 |
1M High / 1M Low: |
1.32 |
0.84 |
6M High / 6M Low: |
1.32 |
0.58 |
High (YTD): |
06/08/2024 |
1.32 |
Low (YTD): |
14/06/2024 |
0.58 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.17 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.11 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.95 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
126.56% |
Volatility 6M: |
|
110.29% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |