BVT Call 58 TSN 20.09.2024
/ DE000VM3MBK4
BVT Call 58 TSN 20.09.2024/ DE000VM3MBK4 /
| 6/17/2024 5:03:44 PM |
Chg.+0.022 |
Bid6:37:24 PM |
Ask6:37:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.134EUR |
+19.64% |
0.168
Bid Size: 120,000 |
0.178
Ask Size: 120,000 |
Tyson Foods |
58.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM3MBK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 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: |
41.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
-0.38 |
| Time value: |
0.12 |
| Break-even: |
55.42 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
8.85% |
| Delta: |
0.33 |
| Theta: |
-0.01 |
| Omega: |
13.35 |
| Rho: |
0.04 |
Quote data
| Open: |
0.111 |
| High: |
0.134 |
| Low: |
0.111 |
| Previous Close: |
0.112 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.54% |
| 1 Month |
|
|
-71.49% |
| 3 Months |
|
|
-60.59% |
| YTD |
|
|
-58.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.174 |
0.112 |
| 1M High / 1M Low: |
0.470 |
0.112 |
| 6M High / 6M Low: |
0.630 |
0.112 |
| High (YTD): |
4/24/2024 |
0.630 |
| Low (YTD): |
6/14/2024 |
0.112 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.140 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.278 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.353 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.31% |
| Volatility 6M: |
|
166.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
