BVT Call 54 TSN 20.09.2024/  DE000VM3MBJ6  /

Frankfurt Zert./VONT
2024-08-30  7:42:08 PM Chg.-0.050 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
0.930EUR -5.10% -
Bid Size: -
-
Ask Size: -
Tyson Foods 54.00 USD 2024-09-20 Call
 

Master data

WKN: VM3MBJ
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 54.00 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: 5.88
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.93
Implied volatility: 0.64
Historic volatility: 0.19
Parity: 0.93
Time value: 0.06
Break-even: 58.78
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 1.02%
Delta: 0.89
Theta: -0.04
Omega: 5.26
Rho: 0.02
 

Quote data

Open: 0.960
High: 0.960
Low: 0.930
Previous Close: 0.980
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.05%
1 Month  
+27.40%
3 Months  
+82.35%
YTD  
+93.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.910
1M High / 1M Low: 0.990 0.650
6M High / 6M Low: 0.990 0.260
High (YTD): 2024-08-28 0.990
Low (YTD): 2024-06-14 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.944
Avg. volume 1W:   0.000
Avg. price 1M:   0.803
Avg. volume 1M:   0.000
Avg. price 6M:   0.618
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.66%
Volatility 6M:   158.07%
Volatility 1Y:   -
Volatility 3Y:   -