BVT Call 51 TSN 21.06.2024
/ DE000VU9T159
BVT Call 51 TSN 21.06.2024/ DE000VU9T159 /
| 2024-05-24 8:28:46 AM |
Chg.-0.010 |
Bid11:01:03 AM |
Ask11:01:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-1.12% |
0.880
Bid Size: 14,000 |
0.920
Ask Size: 14,000 |
Tyson Foods |
51.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9T15 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
51.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-12 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.20 |
| Parity: |
0.86 |
| Time value: |
0.03 |
| Break-even: |
56.07 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.14% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
5.94 |
| Rho: |
0.03 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.35% |
| 1 Month |
|
|
-12.87% |
| 3 Months |
|
|
+114.63% |
| YTD |
|
|
+57.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.880 |
| 1M High / 1M Low: |
1.090 |
0.730 |
| 6M High / 6M Low: |
1.090 |
0.226 |
| High (YTD): |
2024-05-06 |
1.090 |
| Low (YTD): |
2024-02-14 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.906 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.910 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.624 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.10% |
| Volatility 6M: |
|
148.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
