BVT Call 740 URI 20.09.2024
/ DE000VM87P08
BVT Call 740 URI 20.09.2024/ DE000VM87P08 /
| 2024-07-26 3:45:11 PM |
Chg.+2.81 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.51EUR |
+75.95% |
-
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: |
14.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.27 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.33 |
| Parity: |
1.12 |
| Time value: |
3.75 |
| Break-even: |
730.37 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.04 |
| Spread %: |
0.83% |
| Delta: |
0.59 |
| Theta: |
-0.40 |
| Omega: |
8.36 |
| Rho: |
0.54 |
Quote data
| Open: |
5.24 |
| High: |
6.51 |
| Low: |
5.24 |
| Previous Close: |
3.70 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.12% |
| 1 Month |
|
|
+486.49% |
| 3 Months |
|
|
+42.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.51 |
3.67 |
| 1M High / 1M Low: |
6.51 |
1.04 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
420.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
