BVT Call 50 TSN 20.09.2024
/ DE000VM3MA49
BVT Call 50 TSN 20.09.2024/ DE000VM3MA49 /
| 9/17/2024 7:43:00 PM |
Chg.-0.010 |
Bid9:58:13 PM |
Ask9:58:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
-0.92% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
50.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM3MA4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 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: |
5.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
1.62 |
| Historic volatility: |
0.20 |
| Parity: |
1.06 |
| Time value: |
0.03 |
| Break-even: |
55.83 |
| Moneyness: |
1.24 |
| Premium: |
0.00 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.01 |
| Spread %: |
0.93% |
| Delta: |
0.94 |
| Theta: |
-0.17 |
| Omega: |
4.77 |
| Rho: |
0.00 |
Quote data
| Open: |
1.080 |
| High: |
1.110 |
| Low: |
1.080 |
| Previous Close: |
1.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.93% |
| 1 Month |
|
|
-3.57% |
| 3 Months |
|
|
+77.05% |
| YTD |
|
|
+54.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
1.040 |
| 1M High / 1M Low: |
1.480 |
1.040 |
| 6M High / 6M Low: |
1.480 |
0.510 |
| High (YTD): |
9/9/2024 |
1.480 |
| Low (YTD): |
6/14/2024 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.248 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.974 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.53% |
| Volatility 6M: |
|
114.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
