BVT Call 55 TSN 21.06.2024
/ DE000VM2PRV2
BVT Call 55 TSN 21.06.2024/ DE000VM2PRV2 /
| 2024-05-31 7:51:04 PM |
Chg.+0.030 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+12.50% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
55.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM2PRV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-20 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
0.21 |
| Time value: |
0.07 |
| Break-even: |
53.50 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
0.74 |
| Theta: |
-0.03 |
| Omega: |
13.87 |
| Rho: |
0.02 |
Quote data
| Open: |
0.218 |
| High: |
0.270 |
| Low: |
0.216 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.75% |
| 1 Month |
|
|
-57.81% |
| 3 Months |
|
|
+8.00% |
| YTD |
|
|
-22.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.240 |
| 1M High / 1M Low: |
0.660 |
0.240 |
| 6M High / 6M Low: |
0.700 |
0.175 |
| High (YTD): |
2024-04-24 |
0.700 |
| Low (YTD): |
2024-02-13 |
0.175 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.296 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.460 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.384 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
306.46% |
| Volatility 6M: |
|
212.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
