BVT Call 780 URI 20.09.2024
/ DE000VM87PP9
BVT Call 780 URI 20.09.2024/ DE000VM87PP9 /
2024-07-26 8:00:53 PM |
Chg.+0.170 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.290EUR |
+5.45% |
- Bid Size: - |
- Ask Size: - |
United Rentals |
780.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM87PP |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
United Rentals |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
780.00 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: |
22.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.59 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.33 |
Parity: |
-2.56 |
Time value: |
3.13 |
Break-even: |
749.81 |
Moneyness: |
0.96 |
Premium: |
0.08 |
Premium p.a.: |
0.69 |
Spread abs.: |
0.04 |
Spread %: |
1.29% |
Delta: |
0.45 |
Theta: |
-0.39 |
Omega: |
9.87 |
Rho: |
0.42 |
Quote data
Open: |
3.430 |
High: |
3.640 |
Low: |
3.290 |
Previous Close: |
3.120 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+32.13% |
1 Month |
|
|
+273.86% |
3 Months |
|
|
+6.82% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.290 |
2.840 |
1M High / 1M Low: |
3.290 |
0.660 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.072 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.826 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
330.35% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |