BVT Call 560 URI 20.09.2024
/ DE000VM729N7
BVT Call 560 URI 20.09.2024/ DE000VM729N7 /
| 17/07/2024 08:46:59 |
Chg.+3.00 |
Bid16:36:51 |
Ask16:36:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 17.52EUR |
+20.66% |
15.70
Bid Size: 5,000 |
15.74
Ask Size: 5,000 |
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: |
3.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
17.16 |
| Intrinsic value: |
16.79 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.32 |
| Parity: |
16.79 |
| Time value: |
0.85 |
| Break-even: |
690.06 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
0.23% |
| Delta: |
0.93 |
| Theta: |
-0.20 |
| Omega: |
3.58 |
| Rho: |
0.81 |
Quote data
| Open: |
17.52 |
| High: |
17.52 |
| Low: |
17.52 |
| Previous Close: |
14.52 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+113.14% |
| 1 Month |
|
|
+112.62% |
| 3 Months |
|
|
+38.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
14.52 |
8.22 |
| 1M High / 1M Low: |
14.52 |
8.22 |
| 6M High / 6M Low: |
18.23 |
6.59 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
12.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.83% |
| Volatility 6M: |
|
133.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
