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: |
|
- |