BVT Call 720 URI 20.09.2024
/ DE000VM84XM7
BVT Call 720 URI 20.09.2024/ DE000VM84XM7 /
| 2024-07-26 7:46:51 PM |
Chg.+0.260 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.230EUR |
+4.36% |
-
Bid Size: - |
-
Ask Size: - |
United Rentals |
720.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.35 |
| Intrinsic value: |
2.97 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.33 |
| Parity: |
2.97 |
| Time value: |
2.99 |
| Break-even: |
722.84 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.04 |
| Spread %: |
0.68% |
| Delta: |
0.66 |
| Theta: |
-0.39 |
| Omega: |
7.62 |
| Rho: |
0.59 |
Quote data
| Open: |
6.380 |
| High: |
6.840 |
| Low: |
6.230 |
| Previous Close: |
5.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.85% |
| 1 Month |
|
|
+238.59% |
| 3 Months |
|
|
+23.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.230 |
5.300 |
| 1M High / 1M Low: |
6.230 |
1.490 |
| 6M High / 6M Low: |
8.190 |
1.430 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.744 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.552 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.432 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.93% |
| Volatility 6M: |
|
213.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
