BVT Call 45 TSN 21.06.2024
/ DE000VM4KG69
BVT Call 45 TSN 21.06.2024/ DE000VM4KG69 /
| 2024-05-31 8:05:14 PM |
Chg.+0.030 |
Bid9:56:58 PM |
Ask9:56:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.170EUR |
+2.63% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
45.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM4KG6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-25 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.20 |
| Parity: |
1.13 |
| Time value: |
0.04 |
| Break-even: |
53.18 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.86% |
| Delta: |
0.93 |
| Theta: |
-0.04 |
| Omega: |
4.18 |
| Rho: |
0.02 |
Quote data
| Open: |
1.100 |
| High: |
1.170 |
| Low: |
1.100 |
| Previous Close: |
1.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.43% |
| 1 Month |
|
|
-23.53% |
| 3 Months |
|
|
+28.57% |
| YTD |
|
|
+23.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.360 |
1.140 |
| 1M High / 1M Low: |
1.550 |
1.140 |
| 6M High / 6M Low: |
1.590 |
0.690 |
| High (YTD): |
2024-04-24 |
1.590 |
| Low (YTD): |
2024-02-13 |
0.730 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.367 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.109 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.69% |
| Volatility 6M: |
|
104.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
