BVT Call 51 TSN 20.09.2024
/ DE000VM3MA31
BVT Call 51 TSN 20.09.2024/ DE000VM3MA31 /
| 29/07/2024 10:24:52 |
Chg.+0.030 |
Bid11:43:18 |
Ask11:43:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+3.13% |
0.990
Bid Size: 15,000 |
1.030
Ask Size: 15,000 |
Tyson Foods |
51.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM3MA3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
51.00 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: |
5.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.20 |
| Parity: |
0.92 |
| Time value: |
0.07 |
| Break-even: |
56.89 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.02% |
| Delta: |
0.90 |
| Theta: |
-0.02 |
| Omega: |
5.11 |
| Rho: |
0.06 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.12% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
-7.48% |
| YTD |
|
|
+54.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.820 |
| 1M High / 1M Low: |
0.960 |
0.560 |
| 6M High / 6M Low: |
1.130 |
0.440 |
| High (YTD): |
24/04/2024 |
1.130 |
| Low (YTD): |
14/06/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.878 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.745 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.757 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.17% |
| Volatility 6M: |
|
130.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
