BVT Call 56 TSN 20.12.2024
/ DE000VD64JT2
BVT Call 56 TSN 20.12.2024/ DE000VD64JT2 /
2024-09-02 8:43:18 AM |
Chg.-0.010 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.890EUR |
-1.11% |
- Bid Size: - |
- Ask Size: - |
Tyson Foods |
56.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
VD64JT |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
56.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-06-03 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.83 |
Intrinsic value: |
0.75 |
Implied volatility: |
0.32 |
Historic volatility: |
0.19 |
Parity: |
0.75 |
Time value: |
0.16 |
Break-even: |
59.80 |
Moneyness: |
1.15 |
Premium: |
0.03 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
1.11% |
Delta: |
0.83 |
Theta: |
-0.02 |
Omega: |
5.29 |
Rho: |
0.12 |
Quote data
Open: |
0.890 |
High: |
0.890 |
Low: |
0.890 |
Previous Close: |
0.900 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.23% |
1 Month |
|
|
+36.92% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.990 |
0.820 |
1M High / 1M Low: |
0.990 |
0.610 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.884 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.756 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
161.44% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |