BVT Call 760 URI 20.09.2024
/ DE000VM87PZ8
BVT Call 760 URI 20.09.2024/ DE000VM87PZ8 /
| 2024-09-03 10:14:00 AM |
Chg.+0.040 |
Bid1:02:02 PM |
Ask1:02:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.450EUR |
+2.84% |
1.370
Bid Size: 3,000 |
1.610
Ask Size: 3,000 |
United Rentals |
760.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2024-01-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
40.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.33 |
| Parity: |
-1.69 |
| Time value: |
1.66 |
| Break-even: |
703.31 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
1.85 |
| Spread abs.: |
0.25 |
| Spread %: |
17.73% |
| Delta: |
0.41 |
| Theta: |
-0.70 |
| Omega: |
16.62 |
| Rho: |
0.12 |
Quote data
| Open: |
1.450 |
| High: |
1.450 |
| Low: |
1.450 |
| Previous Close: |
1.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.46% |
| 1 Month |
|
|
+11.54% |
| 3 Months |
|
|
-1.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.870 |
1.120 |
| 1M High / 1M Low: |
1.930 |
0.990 |
| 6M High / 6M Low: |
6.450 |
0.840 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.400 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.767 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
376.91% |
| Volatility 6M: |
|
283.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
