BVT Call 48 TSN 21.06.2024
/ DE000VM3MBB3
BVT Call 48 TSN 21.06.2024/ DE000VM3MBB3 /
| 2024-05-31 8:54:34 AM |
Chg.-0.010 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-1.19% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
48.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3MBB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.20 |
| Parity: |
0.85 |
| Time value: |
0.05 |
| Break-even: |
53.25 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
1.12% |
| Delta: |
0.90 |
| Theta: |
-0.04 |
| Omega: |
5.29 |
| Rho: |
0.02 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.83% |
| 1 Month |
|
|
-30.25% |
| 3 Months |
|
|
+13.70% |
| YTD |
|
|
+10.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.830 |
| 1M High / 1M Low: |
1.350 |
0.830 |
| 6M High / 6M Low: |
1.350 |
0.530 |
| High (YTD): |
2024-05-06 |
1.350 |
| Low (YTD): |
2024-02-14 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.944 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.106 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.871 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.34% |
| Volatility 6M: |
|
115.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
