BVT Call 46 TSN 21.06.2024
/ DE000VM4ECD2
BVT Call 46 TSN 21.06.2024/ DE000VM4ECD2 /
| 2024-05-31 8:03:36 PM |
Chg.+0.020 |
Bid9:56:42 PM |
Ask9:56:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
+1.90% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
46.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM4ECD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-24 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.20 |
| Parity: |
1.04 |
| Time value: |
0.04 |
| Break-even: |
53.20 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.93% |
| Delta: |
0.92 |
| Theta: |
-0.04 |
| Omega: |
4.50 |
| Rho: |
0.02 |
Quote data
| Open: |
1.010 |
| High: |
1.070 |
| Low: |
1.010 |
| Previous Close: |
1.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.32% |
| 1 Month |
|
|
-25.69% |
| 3 Months |
|
|
+28.92% |
| YTD |
|
|
+21.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
1.050 |
| 1M High / 1M Low: |
1.460 |
1.050 |
| 6M High / 6M Low: |
1.500 |
0.630 |
| High (YTD): |
2024-04-24 |
1.500 |
| Low (YTD): |
2024-02-13 |
0.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.275 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.028 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.77% |
| Volatility 6M: |
|
109.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
