BVT Call 46 TSN 20.09.2024
/ DE000VM34AU3
BVT Call 46 TSN 20.09.2024/ DE000VM34AU3 /
2024-05-24 10:11:09 AM |
Chg.-0.010 |
Bid10:11:09 AM |
Ask10:11:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.380EUR |
-0.72% |
1.380 Bid Size: 14,000 |
1.420 Ask Size: 14,000 |
Tyson Foods |
46.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM34AU |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
46.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-17 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.38 |
Intrinsic value: |
1.32 |
Implied volatility: |
0.29 |
Historic volatility: |
0.20 |
Parity: |
1.32 |
Time value: |
0.07 |
Break-even: |
56.45 |
Moneyness: |
1.31 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.01 |
Spread %: |
0.72% |
Delta: |
0.97 |
Theta: |
-0.01 |
Omega: |
3.88 |
Rho: |
0.13 |
Quote data
Open: |
1.380 |
High: |
1.380 |
Low: |
1.380 |
Previous Close: |
1.390 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-3.50% |
1 Month |
|
|
-10.39% |
3 Months |
|
|
+60.47% |
YTD |
|
|
+45.26% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.430 |
1.390 |
1M High / 1M Low: |
1.540 |
1.120 |
6M High / 6M Low: |
1.540 |
0.530 |
High (YTD): |
2024-04-24 |
1.540 |
Low (YTD): |
2024-02-13 |
0.750 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.408 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.395 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.067 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
105.29% |
Volatility 6M: |
|
103.59% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |