BVT Call 64 TSN 20.09.2024
/ DE000VM9PQZ0
BVT Call 64 TSN 20.09.2024/ DE000VM9PQZ0 /
2024-08-16 8:48:54 AM |
Chg.-0.007 |
Bid7:01:29 PM |
Ask7:01:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.057EUR |
-10.94% |
0.054 Bid Size: 112,000 |
0.064 Ask Size: 112,000 |
Tyson Foods |
64.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM9PQZ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
64.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-02-05 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
85.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.19 |
Parity: |
-0.18 |
Time value: |
0.07 |
Break-even: |
58.99 |
Moneyness: |
0.97 |
Premium: |
0.04 |
Premium p.a.: |
0.56 |
Spread abs.: |
0.01 |
Spread %: |
17.86% |
Delta: |
0.32 |
Theta: |
-0.02 |
Omega: |
27.74 |
Rho: |
0.02 |
Quote data
Open: |
0.057 |
High: |
0.057 |
Low: |
0.057 |
Previous Close: |
0.064 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-33.72% |
1 Month |
|
|
+7.55% |
3 Months |
|
|
-66.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.086 |
0.044 |
1M High / 1M Low: |
0.165 |
0.044 |
6M High / 6M Low: |
0.320 |
0.023 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.062 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.101 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.131 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
420.13% |
Volatility 6M: |
|
283.10% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |