BVT Call 47 TSN 21.06.2024
/ DE000VM3REF7
BVT Call 47 TSN 21.06.2024/ DE000VM3REF7 /
| 2024-05-31 8:38:42 AM |
Chg.-0.010 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
-1.08% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
47.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3REF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.20 |
| Parity: |
0.94 |
| Time value: |
0.05 |
| Break-even: |
53.22 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
1.02% |
| Delta: |
0.91 |
| Theta: |
-0.04 |
| Omega: |
4.86 |
| Rho: |
0.02 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.40% |
| 1 Month |
|
|
-31.34% |
| 3 Months |
|
|
+13.58% |
| YTD |
|
|
+12.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.920 |
| 1M High / 1M Low: |
1.450 |
0.920 |
| 6M High / 6M Low: |
1.450 |
0.480 |
| High (YTD): |
2024-05-06 |
1.450 |
| Low (YTD): |
2024-02-14 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.201 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.945 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.10% |
| Volatility 6M: |
|
111.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
