BVT Call 760 URI 20.09.2024
/ DE000VM87PZ8
BVT Call 760 URI 20.09.2024/ DE000VM87PZ8 /
| 7/26/2024 7:43:59 PM |
Chg.+0.070 |
Bid9:50:50 AM |
Ask9:50:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.070EUR |
+1.75% |
3.880
Bid Size: 3,000 |
4.050
Ask Size: 3,000 |
United Rentals |
760.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM87PZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
760.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/29/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.33 |
| Parity: |
-0.72 |
| Time value: |
3.92 |
| Break-even: |
739.29 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.04 |
| Spread %: |
1.03% |
| Delta: |
0.52 |
| Theta: |
-0.40 |
| Omega: |
9.13 |
| Rho: |
0.48 |
Quote data
| Open: |
4.290 |
| High: |
4.680 |
| Low: |
4.070 |
| Previous Close: |
4.000 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.33% |
| 1 Month |
|
|
+263.39% |
| 3 Months |
|
|
-8.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.070 |
3.560 |
| 1M High / 1M Low: |
4.070 |
0.900 |
| 6M High / 6M Low: |
6.450 |
0.840 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.820 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.361 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.214 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
319.97% |
| Volatility 6M: |
|
237.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
