BVT Call 54 TSN 20.09.2024
/ DE000VM3MBJ6
BVT Call 54 TSN 20.09.2024/ DE000VM3MBJ6 /
| 6/21/2024 7:44:32 PM |
Chg.-0.030 |
Bid9:55:27 PM |
Ask9:55:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-7.50% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
54.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM3MBJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
0.22 |
| Time value: |
0.19 |
| Break-even: |
54.60 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
2.50% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
8.71 |
| Rho: |
0.08 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.370 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.31% |
| 1 Month |
|
|
-48.61% |
| 3 Months |
|
|
-43.94% |
| YTD |
|
|
-22.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.330 |
| 1M High / 1M Low: |
0.720 |
0.260 |
| 6M High / 6M Low: |
0.890 |
0.260 |
| High (YTD): |
4/24/2024 |
0.890 |
| Low (YTD): |
6/14/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.356 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.444 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.554 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.21% |
| Volatility 6M: |
|
153.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
