BVT Call 60 TSN 20.09.2024
/ DE000VM7N7P6
BVT Call 60 TSN 20.09.2024/ DE000VM7N7P6 /
| 7/26/2024 8:01:21 PM |
Chg.+0.040 |
Bid9:56:54 PM |
Ask9:56:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+16.00% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
60.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM7N7P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
0.09 |
| Time value: |
0.22 |
| Break-even: |
58.37 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
10.90 |
| Rho: |
0.05 |
Quote data
| Open: |
0.280 |
| High: |
0.290 |
| Low: |
0.280 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.83% |
| 1 Month |
|
|
+121.37% |
| 3 Months |
|
|
-38.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.208 |
| 1M High / 1M Low: |
0.290 |
0.094 |
| 6M High / 6M Low: |
0.510 |
0.071 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.170 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.249 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
277.48% |
| Volatility 6M: |
|
218.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
