BVT Call 55 TSN 20.09.2024
/ DE000VD0LD15
BVT Call 55 TSN 20.09.2024/ DE000VD0LD15 /
| 9/2/2024 8:18:45 AM |
Chg.0.000 |
Bid5:30:02 PM |
Ask5:30:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
55.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VD0LD1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
2/20/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.19 |
| Parity: |
0.84 |
| Time value: |
0.05 |
| Break-even: |
58.70 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
1.14% |
| Delta: |
0.90 |
| Theta: |
-0.04 |
| Omega: |
5.88 |
| Rho: |
0.02 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.10% |
| 1 Month |
|
|
+45.00% |
| 3 Months |
|
|
+117.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.810 |
| 1M High / 1M Low: |
0.990 |
0.540 |
| 6M High / 6M Low: |
0.990 |
0.212 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.870 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.716 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.548 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.41% |
| Volatility 6M: |
|
174.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
