BVT Call 64 TSN 21.06.2024
/ DE000VM0DVV4
BVT Call 64 TSN 21.06.2024/ DE000VM0DVV4 /
| 2024-05-24 8:32:41 AM |
Chg.0.000 |
Bid11:01:03 AM |
Ask11:01:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.013EUR |
0.00% |
0.013
Bid Size: 27,000 |
0.023
Ask Size: 27,000 |
Tyson Foods |
64.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM0DVV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-26 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
242.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.20 |
| Parity: |
-0.34 |
| Time value: |
0.02 |
| Break-even: |
59.43 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
1.28 |
| Spread abs.: |
0.01 |
| Spread %: |
76.92% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
36.88 |
| Rho: |
0.01 |
Quote data
| Open: |
0.013 |
| High: |
0.013 |
| Low: |
0.013 |
| Previous Close: |
0.013 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.78% |
| 1 Month |
|
|
-90.58% |
| 3 Months |
|
|
-64.86% |
| YTD |
|
|
-88.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.018 |
0.012 |
| 1M High / 1M Low: |
0.160 |
0.012 |
| 6M High / 6M Low: |
0.160 |
0.012 |
| High (YTD): |
2024-05-06 |
0.160 |
| Low (YTD): |
2024-05-21 |
0.012 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.014 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.059 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.077 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
441.96% |
| Volatility 6M: |
|
301.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
