BVT Call 48 TSN 20.09.2024
/ DE000VM3MA15
BVT Call 48 TSN 20.09.2024/ DE000VM3MA15 /
| 2024-05-24 7:43:51 PM |
Chg.-0.040 |
Bid9:54:35 PM |
Ask9:54:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.170EUR |
-3.31% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
48.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3MA1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
1.14 |
| Time value: |
0.07 |
| Break-even: |
56.50 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
4.41 |
| Rho: |
0.13 |
Quote data
| Open: |
1.200 |
| High: |
1.200 |
| Low: |
1.170 |
| Previous Close: |
1.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.40% |
| 1 Month |
|
|
-14.60% |
| 3 Months |
|
|
+60.27% |
| YTD |
|
|
+42.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
1.210 |
| 1M High / 1M Low: |
1.370 |
0.960 |
| 6M High / 6M Low: |
1.370 |
0.430 |
| High (YTD): |
2024-04-24 |
1.370 |
| Low (YTD): |
2024-02-13 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.224 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.923 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.03% |
| Volatility 6M: |
|
116.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
