BVT Call 720 URI 20.09.2024
/ DE000VM84XM7
BVT Call 720 URI 20.09.2024/ DE000VM84XM7 /
09/08/2024 19:44:15 |
Chg.+0.080 |
Bid21:59:50 |
Ask21:59:50 |
Underlying |
Strike price |
Expiration date |
Option type |
2.600EUR |
+3.17% |
- Bid Size: - |
- Ask Size: - |
United Rentals |
720.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
VM84XM |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
United Rentals |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
720.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
26/01/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
24.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.33 |
Parity: |
-2.19 |
Time value: |
2.59 |
Break-even: |
685.49 |
Moneyness: |
0.97 |
Premium: |
0.07 |
Premium p.a.: |
0.90 |
Spread abs.: |
0.04 |
Spread %: |
1.57% |
Delta: |
0.44 |
Theta: |
-0.44 |
Omega: |
10.80 |
Rho: |
0.29 |
Quote data
Open: |
2.530 |
High: |
2.690 |
Low: |
2.420 |
Previous Close: |
2.520 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+14.54% |
1 Month |
|
|
+46.07% |
3 Months |
|
|
-47.47% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.600 |
1.930 |
1M High / 1M Low: |
6.230 |
1.780 |
6M High / 6M Low: |
8.190 |
1.430 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.418 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.112 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.333 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
338.87% |
Volatility 6M: |
|
231.90% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |