BVT Call 740 URI 20.09.2024
/ DE000VM87P08
BVT Call 740 URI 20.09.2024/ DE000VM87P08 /
2024-09-02 8:05:02 PM |
Chg.+0.400 |
Bid8:05:02 PM |
Ask8:05:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.210EUR |
+22.10% |
- Bid Size: - |
- Ask Size: - |
United Rentals |
740.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM87P0 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
United Rentals |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
740.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-29 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
28.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.06 |
Intrinsic value: |
0.11 |
Implied volatility: |
0.38 |
Historic volatility: |
0.33 |
Parity: |
0.11 |
Time value: |
2.27 |
Break-even: |
693.80 |
Moneyness: |
1.00 |
Premium: |
0.03 |
Premium p.a.: |
0.96 |
Spread abs.: |
0.04 |
Spread %: |
1.71% |
Delta: |
0.53 |
Theta: |
-0.66 |
Omega: |
15.04 |
Rho: |
0.16 |
Quote data
Open: |
2.220 |
High: |
2.230 |
Low: |
2.190 |
Previous Close: |
1.810 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
-18.15% |
1 Month |
|
|
+31.55% |
3 Months |
|
|
+20.77% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.700 |
1.810 |
1M High / 1M Low: |
2.790 |
1.440 |
6M High / 6M Low: |
7.180 |
1.070 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.248 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.020 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.349 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
343.07% |
Volatility 6M: |
|
268.59% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |