BVT Call 62 TSN 20.12.2024
/ DE000VD3SFP2
BVT Call 62 TSN 20.12.2024/ DE000VD3SFP2 /
| 2024-06-27 8:45:48 AM |
Chg.-0.005 |
Bid2:16:32 PM |
Ask2:16:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.194EUR |
-2.51% |
0.194
Bid Size: 48,000 |
0.204
Ask Size: 48,000 |
Tyson Foods |
62.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SFP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
-0.48 |
| Time value: |
0.21 |
| Break-even: |
60.14 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
5.03% |
| Delta: |
0.37 |
| Theta: |
-0.01 |
| Omega: |
9.49 |
| Rho: |
0.09 |
Quote data
| Open: |
0.194 |
| High: |
0.194 |
| Low: |
0.194 |
| Previous Close: |
0.199 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.36% |
| 1 Month |
|
|
-37.42% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.226 |
0.156 |
| 1M High / 1M Low: |
0.320 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.200 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
