BVT Call 100 RTX 20.12.2024
/ DE000VD3SAM0
BVT Call 100 RTX 20.12.2024/ DE000VD3SAM0 /
| 11/10/2024 10:12:55 |
Chg.-0.07 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.18EUR |
-3.11% |
-
Bid Size: - |
-
Ask Size: - |
RTX Corporation |
100.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.24 |
| Intrinsic value: |
2.19 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.17 |
| Parity: |
2.19 |
| Time value: |
0.11 |
| Break-even: |
114.45 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.88% |
| Delta: |
0.93 |
| Theta: |
-0.02 |
| Omega: |
4.60 |
| Rho: |
0.16 |
Quote data
| Open: |
2.18 |
| High: |
2.18 |
| Low: |
2.18 |
| Previous Close: |
2.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.39% |
| 1 Month |
|
|
+11.79% |
| 3 Months |
|
|
+198.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.40 |
2.18 |
| 1M High / 1M Low: |
2.44 |
1.79 |
| 6M High / 6M Low: |
2.44 |
0.58 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.18% |
| Volatility 6M: |
|
147.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
