BVT Call 51 TSN 20.09.2024
/ DE000VM3MA31
BVT Call 51 TSN 20.09.2024/ DE000VM3MA31 /
| 2024-07-26 8:54:47 AM |
Chg.+0.090 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+10.59% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
51.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-20 |
| 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: |
0.39 |
| Historic volatility: |
0.20 |
| Parity: |
0.92 |
| Time value: |
0.07 |
| Break-even: |
56.88 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.02% |
| Delta: |
0.90 |
| Theta: |
-0.02 |
| Omega: |
5.12 |
| Rho: |
0.06 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+49.21% |
| 3 Months |
|
|
-13.76% |
| YTD |
|
|
+44.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.800 |
| 1M High / 1M Low: |
0.950 |
0.560 |
| 6M High / 6M Low: |
1.160 |
0.440 |
| High (YTD): |
2024-05-06 |
1.160 |
| Low (YTD): |
2024-06-14 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.864 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.729 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.758 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.13% |
| Volatility 6M: |
|
128.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
