BVT Call 560 URI 20.09.2024
/ DE000VM729N7
BVT Call 560 URI 20.09.2024/ DE000VM729N7 /
8/16/2024 8:48:19 AM |
Chg.+2.08 |
Bid6:25:44 PM |
Ask6:25:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
15.78EUR |
+15.18% |
14.59 Bid Size: 5,000 |
14.63 Ask Size: 5,000 |
United Rentals |
560.00 USD |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
1/8/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
14.83 |
Intrinsic value: |
14.64 |
Implied volatility: |
0.60 |
Historic volatility: |
0.33 |
Parity: |
14.64 |
Time value: |
0.58 |
Break-even: |
662.57 |
Moneyness: |
1.29 |
Premium: |
0.01 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.04 |
Spread %: |
0.26% |
Delta: |
0.93 |
Theta: |
-0.28 |
Omega: |
4.01 |
Rho: |
0.44 |
Quote data
Open: |
15.78 |
High: |
15.78 |
Low: |
15.78 |
Previous Close: |
13.70 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+24.06% |
1 Month |
|
|
+8.68% |
3 Months |
|
|
-1.31% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
13.70 |
12.52 |
1M High / 1M Low: |
20.11 |
10.56 |
6M High / 6M Low: |
20.11 |
8.22 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
13.14 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
15.18 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
13.25 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
218.57% |
Volatility 6M: |
|
152.20% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |