BVT Call 600 URI 20.09.2024
/ DE000VM7NUB2
BVT Call 600 URI 20.09.2024/ DE000VM7NUB2 /
2024-09-02 8:03:56 PM |
Chg.+0.950 |
Bid8:04:35 AM |
Ask8:04:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
12.810EUR |
+8.01% |
12.930 Bid Size: 1,000 |
14.130 Ask Size: 1,000 |
United Rentals |
600.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM7NUB |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
United Rentals |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
600.00 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: |
5.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
12.89 |
Intrinsic value: |
12.79 |
Implied volatility: |
0.59 |
Historic volatility: |
0.33 |
Parity: |
12.79 |
Time value: |
0.27 |
Break-even: |
673.85 |
Moneyness: |
1.24 |
Premium: |
0.00 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.04 |
Spread %: |
0.31% |
Delta: |
0.95 |
Theta: |
-0.28 |
Omega: |
4.90 |
Rho: |
0.25 |
Quote data
Open: |
12.820 |
High: |
13.060 |
Low: |
12.790 |
Previous Close: |
11.860 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-1.31% |
1 Month |
|
|
+57.18% |
3 Months |
|
|
+77.18% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
12.980 |
11.760 |
1M High / 1M Low: |
13.140 |
8.140 |
6M High / 6M Low: |
15.200 |
5.710 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
12.466 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
11.041 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
10.540 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
148.51% |
Volatility 6M: |
|
158.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |