BVT Call 66 TSN 20.12.2024
/ DE000VD3SFS6
BVT Call 66 TSN 20.12.2024/ DE000VD3SFS6 /
| 08/11/2024 08:59:16 |
Chg.-0.007 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.039EUR |
-15.22% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
66.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3SFS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
97.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
-0.60 |
| Time value: |
0.06 |
| Break-even: |
62.15 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
1.70 |
| Spread abs.: |
0.01 |
| Spread %: |
21.28% |
| Delta: |
0.19 |
| Theta: |
-0.02 |
| Omega: |
18.25 |
| Rho: |
0.01 |
Quote data
| Open: |
0.039 |
| High: |
0.039 |
| Low: |
0.039 |
| Previous Close: |
0.046 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.36% |
| 1 Month |
|
|
-20.41% |
| 3 Months |
|
|
-80.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.079 |
0.039 |
| 1M High / 1M Low: |
0.085 |
0.024 |
| 6M High / 6M Low: |
0.350 |
0.024 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.049 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.053 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.141 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
593.27% |
| Volatility 6M: |
|
315.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
