BVT Call 600 URI 20.09.2024
/ DE000VM7NUB2
BVT Call 600 URI 20.09.2024/ DE000VM7NUB2 /
| 03/09/2024 08:49:39 |
Chg.+0.04 |
Bid09:05:12 |
Ask09:05:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 13.01EUR |
+0.31% |
12.99
Bid Size: 1,000 |
14.19
Ask Size: 1,000 |
United Rentals |
600.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| 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: |
13.01 |
| High: |
13.01 |
| Low: |
13.01 |
| Previous Close: |
12.97 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.51% |
| 1 Month |
|
|
+14.12% |
| 3 Months |
|
|
+38.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
13.21 |
11.98 |
| 1M High / 1M Low: |
13.36 |
7.43 |
| 6M High / 6M Low: |
16.61 |
5.66 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
10.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.96% |
| Volatility 6M: |
|
182.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
