BVT Call 51 TSN 20.09.2024
/ DE000VM3MA31
BVT Call 51 TSN 20.09.2024/ DE000VM3MA31 /
| 2024-05-31 7:50:35 PM |
Chg.+0.040 |
Bid9:56:59 PM |
Ask9:56:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+5.80% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
51.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3MA3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
51.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
0.58 |
| Time value: |
0.15 |
| Break-even: |
54.31 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.39% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
5.82 |
| Rho: |
0.11 |
Quote data
| Open: |
0.670 |
| High: |
0.730 |
| Low: |
0.670 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.78% |
| 1 Month |
|
|
-30.48% |
| 3 Months |
|
|
+23.73% |
| YTD |
|
|
+14.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.690 |
| 1M High / 1M Low: |
1.090 |
0.690 |
| 6M High / 6M Low: |
1.130 |
0.370 |
| High (YTD): |
2024-04-24 |
1.130 |
| Low (YTD): |
2024-02-13 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.746 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.896 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.740 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.38% |
| Volatility 6M: |
|
132.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
