BVT Call 70 TSN 20.12.2024
/ DE000VD3SF62
BVT Call 70 TSN 20.12.2024/ DE000VD3SF62 /
| 2024-08-30 10:21:15 AM |
Chg.+0.002 |
Bid11:16:59 AM |
Ask11:16:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.127EUR |
+1.60% |
0.132
Bid Size: 28,000 |
0.145
Ask Size: 28,000 |
Tyson Foods |
70.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SF6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
43.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
-0.48 |
| Time value: |
0.14 |
| Break-even: |
64.53 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
8.00% |
| Delta: |
0.31 |
| Theta: |
-0.01 |
| Omega: |
13.44 |
| Rho: |
0.05 |
Quote data
| Open: |
0.127 |
| High: |
0.127 |
| Low: |
0.127 |
| Previous Close: |
0.125 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.11% |
| 1 Month |
|
|
+2.42% |
| 3 Months |
|
|
+69.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.090 |
| 1M High / 1M Low: |
0.168 |
0.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.111 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.104 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
