BVT Call 660 URI 20.09.2024
/ DE000VM7NUL1
BVT Call 660 URI 20.09.2024/ DE000VM7NUL1 /
| 2024-07-26 3:42:32 PM |
Chg.+3.91 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.63EUR |
+50.65% |
-
Bid Size: - |
-
Ask Size: - |
United Rentals |
660.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7NUL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
660.00 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: |
6.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.42 |
| Intrinsic value: |
8.49 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.33 |
| Parity: |
8.49 |
| Time value: |
1.52 |
| Break-even: |
708.07 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
0.40% |
| Delta: |
0.82 |
| Theta: |
-0.32 |
| Omega: |
5.68 |
| Rho: |
0.71 |
Quote data
| Open: |
10.42 |
| High: |
11.63 |
| Low: |
10.42 |
| Previous Close: |
7.72 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.18% |
| 1 Month |
|
|
+292.91% |
| 3 Months |
|
|
+40.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.63 |
7.72 |
| 1M High / 1M Low: |
11.63 |
2.85 |
| 6M High / 6M Low: |
11.63 |
2.85 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
314.68% |
| Volatility 6M: |
|
201.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
