BVT Call 540 URI 20.09.2024
/ DE000VM729K3
BVT Call 540 URI 20.09.2024/ DE000VM729K3 /
| 12/07/2024 08:45:40 |
Chg.+1.76 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.79EUR |
+15.96% |
-
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: |
4.51 |
| 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: |
12.79 |
| High: |
12.79 |
| Low: |
12.79 |
| Previous Close: |
11.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.15% |
| 1 Month |
|
|
+24.54% |
| 3 Months |
|
|
-21.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.79 |
9.67 |
| 1M High / 1M Low: |
12.79 |
9.59 |
| 6M High / 6M Low: |
19.75 |
7.54 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
13.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.56% |
| Volatility 6M: |
|
122.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
