BVT Call 65 TSN 21.03.2025
/ DE000VD49CM3
BVT Call 65 TSN 21.03.2025/ DE000VD49CM3 /
| 2024-07-04 7:43:12 PM |
Chg.+0.001 |
Bid8:59:46 AM |
Ask8:59:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
+0.53% |
0.191
Bid Size: 18,000 |
0.221
Ask Size: 18,000 |
Tyson Foods |
65.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
VD49CM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
-0.78 |
| Time value: |
0.21 |
| Break-even: |
62.18 |
| Moneyness: |
0.87 |
| Premium: |
0.19 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
7.89% |
| Delta: |
0.33 |
| Theta: |
-0.01 |
| Omega: |
8.33 |
| Rho: |
0.11 |
Quote data
| Open: |
0.192 |
| High: |
0.193 |
| Low: |
0.189 |
| Previous Close: |
0.189 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.47% |
| 1 Month |
|
|
-5.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.224 |
0.189 |
| 1M High / 1M Low: |
0.224 |
0.132 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.185 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
