BVT Call 72 TSN 20.09.2024/  DE000VD4YF14  /

Frankfurt Zert./VONT
9/13/2024  7:54:31 PM Chg.0.000 Bid7:54:31 PM Ask7:54:31 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -
-
Ask Size: -
Tyson Foods 72.00 USD 9/20/2024 Call
 

Master data

WKN: VD4YF1
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 72.00 USD
Maturity: 9/20/2024
Issue date: 4/25/2024
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 277.17
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.84
Historic volatility: 0.20
Parity: -0.96
Time value: 0.02
Break-even: 65.20
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 1,900.00%
Delta: 0.08
Theta: -0.07
Omega: 21.51
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -50.00%
3 Months
  -85.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.002 0.001
1M High / 1M Low: 0.004 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   541.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -