BVT Call 65 TSN 20.12.2024
/ DE000VD49FJ2
BVT Call 65 TSN 20.12.2024/ DE000VD49FJ2 /
| 03/09/2024 08:19:45 |
Chg.+0.010 |
Bid17:05:26 |
Ask17:05:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+3.45% |
0.320
Bid Size: 94,000 |
0.330
Ask Size: 94,000 |
Tyson Foods |
65.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD49FJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
30/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-0.06 |
| Time value: |
0.32 |
| Break-even: |
61.93 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
6.67% |
| Delta: |
0.53 |
| Theta: |
-0.02 |
| Omega: |
9.58 |
| Rho: |
0.08 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
+31.00% |
| 3 Months |
|
|
+73.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.250 |
| 1M High / 1M Low: |
0.370 |
0.171 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.298 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.241 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
272.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
