BVT Call 64 TSN 20.12.2024
/ DE000VD3SF13
BVT Call 64 TSN 20.12.2024/ DE000VD3SF13 /
9/2/2024 7:54:18 PM |
Chg.+0.030 |
Bid7:54:18 PM |
Ask7:54:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
+9.09% |
- Bid Size: - |
- Ask Size: - |
Tyson Foods |
64.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
VD3SF1 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
64.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
4/10/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.29 |
Intrinsic value: |
0.03 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
0.03 |
Time value: |
0.33 |
Break-even: |
61.55 |
Moneyness: |
1.00 |
Premium: |
0.06 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.01 |
Spread %: |
2.86% |
Delta: |
0.57 |
Theta: |
-0.02 |
Omega: |
9.26 |
Rho: |
0.09 |
Quote data
Open: |
0.350 |
High: |
0.360 |
Low: |
0.350 |
Previous Close: |
0.330 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+16.13% |
1 Month |
|
|
+24.14% |
3 Months |
|
|
+82.74% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.360 |
0.310 |
1M High / 1M Low: |
0.370 |
0.201 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.332 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.272 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
204.96% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |