BVT Call 540 URI 20.09.2024
/ DE000VM729K3
BVT Call 540 URI 20.09.2024/ DE000VM729K3 /
| 09/08/2024 19:52:39 |
Chg.+0.610 |
Bid21:59:51 |
Ask21:59:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.940EUR |
+4.26% |
-
Bid Size: - |
-
Ask Size: - |
United Rentals |
540.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
08/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.52 |
| Intrinsic value: |
14.30 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.33 |
| Parity: |
14.30 |
| Time value: |
0.65 |
| Break-even: |
644.20 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
0.27% |
| Delta: |
0.92 |
| Theta: |
-0.26 |
| Omega: |
3.94 |
| Rho: |
0.49 |
Quote data
| Open: |
14.400 |
| High: |
15.180 |
| Low: |
14.210 |
| Previous Close: |
14.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.36% |
| 1 Month |
|
|
+15.72% |
| 3 Months |
|
|
-7.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
14.940 |
12.590 |
| 1M High / 1M Low: |
20.500 |
12.590 |
| 6M High / 6M Low: |
20.500 |
9.320 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
13.958 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
16.870 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
14.764 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.61% |
| Volatility 6M: |
|
123.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
