BVT Call 75 TSN 20.06.2025
/ DE000VD49SY4
BVT Call 75 TSN 20.06.2025/ DE000VD49SY4 /
| 2024-11-08 8:07:48 PM |
Chg.+0.018 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.085EUR |
+26.87% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
75.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
VD49SY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-02 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
69.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
-1.51 |
| Time value: |
0.08 |
| Break-even: |
70.25 |
| Moneyness: |
0.78 |
| Premium: |
0.29 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.01 |
| Spread %: |
14.71% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
10.53 |
| Rho: |
0.05 |
Quote data
| Open: |
0.069 |
| High: |
0.085 |
| Low: |
0.069 |
| Previous Close: |
0.067 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.77% |
| 1 Month |
|
|
+34.92% |
| 3 Months |
|
|
-51.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.081 |
0.065 |
| 1M High / 1M Low: |
0.097 |
0.060 |
| 6M High / 6M Low: |
0.270 |
0.059 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.071 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.071 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.130 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.19% |
| Volatility 6M: |
|
190.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
