BVT Call 540 URI 20.09.2024
/ DE000VM729K3
BVT Call 540 URI 20.09.2024/ DE000VM729K3 /
- - |
Chg.- |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
-EUR |
- |
- 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: |
- |
High: |
- |
Low: |
- |
Previous Close: |
- |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.74% |
1 Month |
|
|
+30.46% |
3 Months |
|
|
-11.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
14.39 |
12.12 |
1M High / 1M Low: |
21.90 |
11.03 |
6M High / 6M Low: |
21.90 |
9.59 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
13.29 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
16.60 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
14.72 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
212.11% |
Volatility 6M: |
|
139.98% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |