BVT Call 640 URI 20.09.2024
/ DE000VM7NUY4
BVT Call 640 URI 20.09.2024/ DE000VM7NUY4 /
| 2024-07-26 8:00:27 PM |
Chg.+0.540 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.900EUR |
+4.75% |
-
Bid Size: - |
-
Ask Size: - |
United Rentals |
640.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7NUY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
640.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.01 |
| Intrinsic value: |
10.34 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.33 |
| Parity: |
10.34 |
| Time value: |
1.24 |
| Break-even: |
705.35 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
0.35% |
| Delta: |
0.86 |
| Theta: |
-0.29 |
| Omega: |
5.13 |
| Rho: |
0.72 |
Quote data
| Open: |
11.970 |
| High: |
12.520 |
| Low: |
11.900 |
| Previous Close: |
11.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.73% |
| 1 Month |
|
|
+157.02% |
| 3 Months |
|
|
+31.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.900 |
10.250 |
| 1M High / 1M Low: |
11.900 |
3.870 |
| 6M High / 6M Low: |
12.410 |
3.720 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.066 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.489 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.047 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.95% |
| Volatility 6M: |
|
167.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
