BVT Call 54 TSN 20.09.2024
/ DE000VM3MBJ6
BVT Call 54 TSN 20.09.2024/ DE000VM3MBJ6 /
| 7/26/2024 7:44:31 PM |
Chg.+0.040 |
Bid8:16:38 AM |
Ask8:16:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+5.97% |
0.740
Bid Size: 9,000 |
0.790
Ask Size: 9,000 |
Tyson Foods |
54.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
0.65 |
| Time value: |
0.08 |
| Break-even: |
57.04 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.39% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
6.58 |
| Rho: |
0.06 |
Quote data
| Open: |
0.690 |
| High: |
0.720 |
| Low: |
0.680 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.52% |
| 1 Month |
|
|
+69.05% |
| 3 Months |
|
|
-16.47% |
| YTD |
|
|
+47.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.580 |
| 1M High / 1M Low: |
0.710 |
0.340 |
| 6M High / 6M Low: |
0.890 |
0.260 |
| High (YTD): |
4/24/2024 |
0.890 |
| Low (YTD): |
6/14/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.636 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.508 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.552 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.41% |
| Volatility 6M: |
|
162.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
