BVT Call 50 TSN 21.06.2024
/ DE000VM2YGJ2
BVT Call 50 TSN 21.06.2024/ DE000VM2YGJ2 /
| 2024-06-07 7:50:40 PM |
Chg.-0.030 |
Bid9:59:39 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-4.84% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
50.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM2YGJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.20 |
| Parity: |
0.54 |
| Time value: |
0.04 |
| Break-even: |
52.09 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
0.88 |
| Theta: |
-0.04 |
| Omega: |
7.85 |
| Rho: |
0.01 |
Quote data
| Open: |
0.610 |
| High: |
0.630 |
| Low: |
0.590 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.90% |
| 1 Month |
|
|
-33.71% |
| 3 Months |
|
|
+9.26% |
| YTD |
|
|
-3.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.590 |
| 1M High / 1M Low: |
1.030 |
0.590 |
| 6M High / 6M Low: |
1.130 |
0.390 |
| High (YTD): |
2024-04-24 |
1.130 |
| Low (YTD): |
2024-02-13 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.622 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.842 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.723 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.59% |
| Volatility 6M: |
|
139.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
