BVT Call 100 RTX 20.12.2024
/ DE000VD3SAM0
BVT Call 100 RTX 20.12.2024/ DE000VD3SAM0 /
| 2024-08-05 5:08:28 PM |
Chg.0.000 |
Bid5:31:53 PM |
Ask5:31:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.660EUR |
0.00% |
1.650
Bid Size: 23,000 |
1.670
Ask Size: 23,000 |
RTX Corporation |
100.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SAM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
1.51 |
| Time value: |
0.28 |
| Break-even: |
109.55 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.13% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
5.06 |
| Rho: |
0.27 |
Quote data
| Open: |
1.620 |
| High: |
1.660 |
| Low: |
1.620 |
| Previous Close: |
1.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.10% |
| 1 Month |
|
|
+172.13% |
| 3 Months |
|
|
+110.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.870 |
1.550 |
| 1M High / 1M Low: |
1.870 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.720 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.085 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
305.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
