BVT Call 560 URI 20.09.2024
/ DE000VM729N7
BVT Call 560 URI 20.09.2024/ DE000VM729N7 /
| 12/07/2024 09:47:36 |
Chg.+1.65 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.18EUR |
+17.31% |
-
Bid Size: - |
-
Ask Size: - |
United Rentals |
560.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM729N |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
560.00 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: |
5.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.49 |
| Intrinsic value: |
9.77 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.32 |
| Parity: |
9.77 |
| Time value: |
1.55 |
| Break-even: |
628.19 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.04 |
| Spread %: |
0.35% |
| Delta: |
0.84 |
| Theta: |
-0.26 |
| Omega: |
4.53 |
| Rho: |
0.77 |
Quote data
| Open: |
11.18 |
| High: |
11.18 |
| Low: |
11.18 |
| Previous Close: |
9.53 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.19% |
| 1 Month |
|
|
+23.26% |
| 3 Months |
|
|
-24.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.73 |
8.22 |
| 1M High / 1M Low: |
10.73 |
8.22 |
| 6M High / 6M Low: |
18.23 |
6.59 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
12.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.06% |
| Volatility 6M: |
|
129.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
