BVT Call 68 TSN 20.09.2024
/ DE000VD2JZ52
BVT Call 68 TSN 20.09.2024/ DE000VD2JZ52 /
| 9/2/2024 7:56:29 PM |
Chg.+0.002 |
Bid8:00:16 AM |
Ask8:00:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.009EUR |
+28.57% |
0.008
Bid Size: 1,700 |
0.020
Ask Size: 1,700 |
Tyson Foods |
68.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VD2JZ5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
3/21/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
291.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
-0.33 |
| Time value: |
0.02 |
| Break-even: |
61.77 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
2.31 |
| Spread abs.: |
0.01 |
| Spread %: |
150.00% |
| Delta: |
0.14 |
| Theta: |
-0.02 |
| Omega: |
40.90 |
| Rho: |
0.00 |
Quote data
| Open: |
0.009 |
| High: |
0.010 |
| Low: |
0.009 |
| Previous Close: |
0.007 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
-85.94% |
| 3 Months |
|
|
-65.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.013 |
0.007 |
| 1M High / 1M Low: |
0.060 |
0.004 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.009 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.014 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
558.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
