BVT Call 64 TSN 20.12.2024
/ DE000VD3SF13
BVT Call 64 TSN 20.12.2024/ DE000VD3SF13 /
| 2024-06-27 8:45:44 AM |
Chg.-0.005 |
Bid3:47:23 PM |
Ask3:47:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.145EUR |
-3.33% |
0.144
Bid Size: 118,000 |
0.154
Ask Size: 118,000 |
Tyson Foods |
64.00 USD |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
-0.66 |
| Time value: |
0.16 |
| Break-even: |
61.50 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
6.80% |
| Delta: |
0.30 |
| Theta: |
-0.01 |
| Omega: |
10.27 |
| Rho: |
0.07 |
Quote data
| Open: |
0.145 |
| High: |
0.145 |
| Low: |
0.145 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
-39.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.171 |
0.116 |
| 1M High / 1M Low: |
0.250 |
0.087 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.142 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.152 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
