BVT Call 49 TSN 20.09.2024
/ DE000VM3MBD9
BVT Call 49 TSN 20.09.2024/ DE000VM3MBD9 /
| 7/17/2024 8:54:44 AM |
Chg.+0.130 |
Bid8:07:21 PM |
Ask8:07:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
+15.48% |
1.120
Bid Size: 58,000 |
1.130
Ask Size: 58,000 |
Tyson Foods |
49.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.20 |
| Parity: |
0.92 |
| Time value: |
0.08 |
| Break-even: |
54.95 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.01% |
| Delta: |
0.90 |
| Theta: |
-0.02 |
| Omega: |
4.85 |
| Rho: |
0.07 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.970 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.72% |
| 1 Month |
|
|
+61.67% |
| 3 Months |
|
|
-4.90% |
| YTD |
|
|
+25.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.720 |
| 1M High / 1M Low: |
0.900 |
0.600 |
| 6M High / 6M Low: |
1.320 |
0.580 |
| High (YTD): |
5/6/2024 |
1.320 |
| Low (YTD): |
6/14/2024 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.796 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.784 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.890 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.69% |
| Volatility 6M: |
|
110.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
