BVT Call 540 URI 20.09.2024
/ DE000VM729K3
BVT Call 540 URI 20.09.2024/ DE000VM729K3 /
| 2024-07-12 7:54:26 PM |
Chg.+1.280 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.190EUR |
+9.91% |
-
Bid Size: - |
-
Ask Size: - |
United Rentals |
540.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM729K |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
13.27 |
| Intrinsic value: |
12.80 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.32 |
| Parity: |
12.80 |
| Time value: |
1.03 |
| Break-even: |
633.42 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
0.29% |
| Delta: |
0.90 |
| Theta: |
-0.21 |
| Omega: |
4.04 |
| Rho: |
0.79 |
Quote data
| Open: |
12.780 |
| High: |
14.440 |
| Low: |
12.690 |
| Previous Close: |
12.910 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.66% |
| 1 Month |
|
|
+40.50% |
| 3 Months |
|
|
-8.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
14.190 |
10.090 |
| 1M High / 1M Low: |
14.190 |
9.320 |
| 6M High / 6M Low: |
19.470 |
7.660 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.764 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.973 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
13.916 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.88% |
| Volatility 6M: |
|
130.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
