BVT Call 580 URI 20.09.2024
/ DE000VM7NT76
BVT Call 580 URI 20.09.2024/ DE000VM7NT76 /
| 2024-07-05 8:49:26 AM |
Chg.+0.05 |
Bid10:00:03 PM |
Ask10:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.27EUR |
+0.54% |
-
Bid Size: - |
-
Ask Size: - |
United Rentals |
580.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7NT7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
580.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.61 |
| Intrinsic value: |
4.98 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.32 |
| Parity: |
4.98 |
| Time value: |
2.46 |
| Break-even: |
609.48 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
0.40% |
| Delta: |
0.73 |
| Theta: |
-0.28 |
| Omega: |
5.71 |
| Rho: |
0.73 |
Quote data
| Open: |
9.27 |
| High: |
9.27 |
| Low: |
9.27 |
| Previous Close: |
9.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.15% |
| 1 Month |
|
|
+4.51% |
| 3 Months |
|
|
-34.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.27 |
8.01 |
| 1M High / 1M Low: |
9.27 |
6.91 |
| 6M High / 6M Low: |
16.76 |
5.63 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.32% |
| Volatility 6M: |
|
132.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
