BVT Call 49 TSN 20.09.2024
/ DE000VM3MBD9
BVT Call 49 TSN 20.09.2024/ DE000VM3MBD9 /
| 03/09/2024 20:00:52 |
Chg.+0.040 |
Bid21:59:48 |
Ask21:59:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.470EUR |
+2.80% |
-
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: |
3.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
1.08 |
| Historic volatility: |
0.19 |
| Parity: |
1.38 |
| Time value: |
0.08 |
| Break-even: |
58.87 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.03 |
| Spread %: |
2.10% |
| Delta: |
0.90 |
| Theta: |
-0.07 |
| Omega: |
3.59 |
| Rho: |
0.02 |
Quote data
| Open: |
1.410 |
| High: |
1.470 |
| Low: |
1.410 |
| Previous Close: |
1.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.08% |
| 1 Month |
|
|
+30.09% |
| 3 Months |
|
|
+79.27% |
| YTD |
|
|
+90.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.470 |
1.390 |
| 1M High / 1M Low: |
1.470 |
1.080 |
| 6M High / 6M Low: |
1.470 |
0.590 |
| High (YTD): |
03/09/2024 |
1.470 |
| Low (YTD): |
13/02/2024 |
0.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.432 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.273 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.013 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.21% |
| Volatility 6M: |
|
105.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
