BVT Call 540 URI 20.09.2024
/ DE000VM729K3
BVT Call 540 URI 20.09.2024/ DE000VM729K3 /
| 9/13/2024 7:54:30 PM |
Chg.+1.580 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 17.480EUR |
+9.94% |
-
Bid Size: - |
-
Ask Size: - |
United Rentals |
540.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
1/8/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
17.13 |
| Intrinsic value: |
17.11 |
| Implied volatility: |
1.21 |
| Historic volatility: |
0.33 |
| Parity: |
17.11 |
| Time value: |
0.11 |
| Break-even: |
659.73 |
| Moneyness: |
1.35 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
0.23% |
| Delta: |
0.98 |
| Theta: |
-0.48 |
| Omega: |
3.74 |
| Rho: |
0.08 |
Quote data
| Open: |
15.690 |
| High: |
17.540 |
| Low: |
15.480 |
| Previous Close: |
15.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.94% |
| 1 Month |
|
|
+0.87% |
| 3 Months |
|
|
+87.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
17.480 |
14.130 |
| 1M High / 1M Low: |
18.360 |
13.350 |
| 6M High / 6M Low: |
20.500 |
9.320 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
15.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
16.324 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
14.904 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.77% |
| Volatility 6M: |
|
125.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
