BVT Call 51 TSN/ DE000VU9T159 /
| 6/21/2024 8:32:45 AM | Chg.+0.080 | Bid12:01:05 PM | Ask12:01:05 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.490EUR | +19.51% | - Bid Size: - |
- Ask Size: - |
Tyson Foods | 51.00 USD | 6/21/2024 | Call |
Master data
| WKN: | VU9T15 |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | Tyson Foods |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 51.00 USD |
| Maturity: | 6/21/2024 |
| Issue date: | 7/12/2023 |
| Last trading day: | 6/21/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 11.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.39 |
|---|---|
| Intrinsic value: | 0.39 |
| Implied volatility: | 1.80 |
| Historic volatility: | 0.20 |
| Parity: | 0.39 |
| Time value: | 0.05 |
| Break-even: | 51.85 |
| Moneyness: | 1.08 |
| Premium: | 0.01 |
| Premium p.a.: | 41.26 |
| Spread abs.: | 0.04 |
| Spread %: | 10.00% |
| Delta: | 0.81 |
| Theta: | -0.66 |
| Omega: | 9.46 |
| Rho: | 0.00 |
Quote data
| Open: | 0.490 |
|---|---|
| High: | 0.490 |
| Low: | 0.490 |
| Previous Close: | 0.410 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +68.97% | ||
|---|---|---|---|
| 1 Month | -45.56% | ||
| 3 Months | -34.67% | ||
| YTD | -12.50% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.450 | 0.290 |
|---|---|---|
| 1M High / 1M Low: | 0.940 | 0.290 |
| 6M High / 6M Low: | 1.090 | 0.290 |
| High (YTD): | 5/6/2024 | 1.090 |
| Low (YTD): | 6/14/2024 | 0.290 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.370 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.584 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.646 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 233.87% | |
| Volatility 6M: | 158.26% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
