BVT Call 540 URI 20.09.2024
/ DE000VM729K3
BVT Call 540 URI 20.09.2024/ DE000VM729K3 /
| 9/13/2024 8:48:14 AM |
Chg.+0.33 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 15.64EUR |
+2.16% |
-
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: |
15.64 |
| High: |
15.64 |
| Low: |
15.64 |
| Previous Close: |
15.31 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.45% |
| 1 Month |
|
|
+1.36% |
| 3 Months |
|
|
+50.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
15.64 |
13.11 |
| 1M High / 1M Low: |
18.62 |
13.11 |
| 6M High / 6M Low: |
21.90 |
9.59 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
14.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
16.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
14.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.66% |
| Volatility 6M: |
|
143.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
