BVT Call 760 URI 20.09.2024
/ DE000VM87PZ8
BVT Call 760 URI 20.09.2024/ DE000VM87PZ8 /
15/07/2024 19:42:44 |
Chg.+0.880 |
Bid09:01:47 |
Ask09:01:47 |
Underlying |
Strike price |
Expiration date |
Option type |
2.600EUR |
+51.16% |
2.530 Bid Size: 2,000 |
2.680 Ask Size: 2,000 |
United Rentals |
760.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
29/01/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
25.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.85 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.32 |
Parity: |
-4.83 |
Time value: |
2.59 |
Break-even: |
723.26 |
Moneyness: |
0.93 |
Premium: |
0.11 |
Premium p.a.: |
0.82 |
Spread abs.: |
0.04 |
Spread %: |
1.57% |
Delta: |
0.38 |
Theta: |
-0.33 |
Omega: |
9.49 |
Rho: |
0.40 |
Quote data
Open: |
1.680 |
High: |
2.600 |
Low: |
1.680 |
Previous Close: |
1.720 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+188.89% |
1 Month |
|
|
+170.83% |
3 Months |
|
|
-25.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.600 |
0.900 |
1M High / 1M Low: |
2.600 |
0.840 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.540 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.233 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
333.38% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |